For many tots, the move to a big kid bed is the first time they have ever slept with a pillow. Though you may prefer an extra-plush one, buy them a medium density one ($10) that is neither too large nor too full. This should make them feel comfortable, without feeling overwhelmed by the size of it. Also, consider putting a waterproof cover between the pillowcase and the pillow in case your lil one happens to get sick in bed.
A Medium Density Pillow