Both my pillow and mattress should be made of memory-foam or I'm going to be in pain. A regular body pillow also helps me sleep, since I'm so boney and need something to keep my legs from piling on each other other (I sleep on my side after all).

I'm not actually sure what the blanket I like is called in English (I think it's a duvet, in French it's une couette), but I like the bulkier/fluffier ones used for Winter, even when it's very hot outside.

Sometimes, a stuffed animal doesn't hurt to hug wile asleep, but I roll around a lot and they always end up on the floor eventually :C