A pillow fight is a type of fun fight in which the players throw pillows at each other (which doesn't hurt because pillows are soft and leightweight). A pillow fight can nevertheless be dangerous because objects in the room may be broken (such as vases or lamps) and the pillows themselves can break, making a big mess. So children may be reproved and/or punished when they get caught making a pillow fight.
Pillows and spanking
When a spanking takes place on a bed, the spankee may find comfort in burying their head in (or under) the pillow while their bottom is attended to by the spanker. Some spankees also like to bite into the pillow (or blanket) when they approach their pain limit.