No pillow, and back to sleep is current advice. Sleep sacks can be good alternative to blanket if you want baby to feel covered. Safer than blanket. Sids videos available online that explain current safe sleeping recommendations.
No pillow. But if they are colicky or have bad reflux you can get a wedge that helps ellivate them on an angle.
Nope just lay them flat (not supposed to have a blanket either)