Google Ngrams says into his pillow is more common than onto his pillow.
Example sentence:
He sank back into his pillow with a groggy groan.
My first thought was that you can only be on your pillow, not in your pillow. But now I'm not sure.
Why is into more common in this case?
Best Answer
Onto portrays the pillow as a surface.
Into makes sense if the pillow is fluffy and partially surrounds your head. Assuming an ordinary-sized pillow, "He sank into the pillow" is another way of saying (more literally) "His head sank into the pillow".