If anyone else is as baffled as I was by why you would put a pillow between your knees: the idea is apparently to improve your alignment if you happen to sleep on your side.
(I do sleep on my side, but this idea has never occurred to me, and I tend to picture other people lying tidily on their backs - so I was picturing someone sleeping on their back with a pillow placed in an unaccountable position.)
I have done this my entire life. I think. When I met my partner, she found it strange and hilarious. Now, she is the one who always need a knee-pillow.
(I do sleep on my side, but this idea has never occurred to me, and I tend to picture other people lying tidily on their backs - so I was picturing someone sleeping on their back with a pillow placed in an unaccountable position.)
Will be trying this tonight.