Pillow covers are literally the thing you lay your head down upon before you enter the realm of sleep. They are therefore a critical part of your bedding and should be treated as such. House This pillow covers are made of soft, pure cotton that’s the best sleep aid possible. While buying pillow covers, choose those colors that you find more soothing and induce sleep. For example, if you find lighter colors more relaxing at sleep time, go for pillow covers that match your preferences.