Suffocation
Infants and toddlers are the most at risk for suffocation if they sleep with a pillow in their cribs. However, older children, teens, and adults can be at risk too which is why it is never a good idea to get a pillow that is too soft or too firm. It is extremely rare for this to be a risk for older children, teens, and adults, but if there are mobility problems with moving the neck then it is a risk.
What this all boils down to is that you need to sleep with a comfortable pillow each night, and to make sure that it is clean!