There have been a zillion versions of the "Place Mat turned Pillow" out there.
Start with Place mat that has an "inside" meaning there is two layers of fabric so you can 'stuff' it with filling. Then, you need the stuffing and also a seam ripper.
Open a small'ish hole with your seam ripper. A little larger than you can fit your hand into. Then stuff to your hearts content. As full or as un-full as you like your pillow to be.
Then I just hand sewed up the seam...took like 20 minutes, I stood at the back of my couch and did it, I went over it twice just so it wouldn't come undone.
Now, the trick it finding the perfect spot for the pillow:
Today's Creative Blog