To answer the question about why I spend so many nights at his house is because I live nearly an hour away, with my work place between us, so I can go either to his place or mine, but driving home after visiting isn't affordable for me. He knows that if I visit I stay the night, and he asks me to come over nearly every day. I know that we need days apart, but we really enjoy each other's company.

There are, as in any relationship, new things that I find irritating or different than I'm not used to, but none of them really make me worry but this one and his history of short relationships (his longest being only 1.5 yrs, mine was 11.5 yrs). I can somewhat understand the short relationships but the pillow thing I take personally. I sometimes feel like I'm blowing it out of proportion, but any which way, I still go to sleep next to someone feeling like I've lost the subconscious competition for his affection... if that makes sense.

It's not the part of him physically sleeping with the pillow, it's the unknown psychological aspect. It wouldn't even be an issue if
1. I got that loving/bonding time before bed or sleeping
2. He said he sleeps with it for ANY other reason, I understand back pain or comfort or whatever, but an ex is just bothersome.
3. If he cuddled her so much that he started with a pillow when they parted, then why won't he cuddle me? (And No, I don't stink or anything )