The answer to this question depends on what position you normally sleep in. Most people tend to sleep on their side, so we will start with that scenario.
If you sleep lying on your side, you need enough pillow so that the head is roughly in line with the spine. The pillow is there to fill the gap between the head and the mattress, created by the width of your shoulder. So too little pillow and the head will dip down towards the mattress and too much pillow and the head will be pushed up towards the ceiling. If need be, you can get someone to stand behind you when you are lying down on your side with the pillow under your head, to check if it is in line with the spine.
If you sleep on your back, then have enough pillow so that your head is more or less in the same position in relation to your body as it is when you are standing up. So if you do not have enough pillow the head will tip back into an uncomfortable extended position, if you have too much pillow it will crowd up into the front of the neck. If you get it just right you should feel a sweet sense of it being at ease and happy (or as much at ease and happy as it will be if you have an underlying head or neck problem).
Sleeping on your front puts the most stress on the neck and the back, so if at all possible avoid doing so. Having said that I know some people are so used to sleeping on their front it is the only position they can, so in that case don’t use a pillow at all. When lying on your front in bed the pillow will tend to exaggerate the already forced position the neck is in. If you absolutely feel you need to have one in this position, then choose as thin a pillow as possible.
Let me know if you would like to talk through any of this when you are next in clinic and I would be very happy to do so. If you are finding you need to be very particular about what pillow you sleep with (without the neck getting upset), there is probably an underlying problem that may respond well to osteopathic treatment.