Some guinea pigs like their pillows. I've seen all sorts of stuff used as a pillow: hay, toilet paper tubes, fleece, corn cobs, other guinea pigs. Over the weekend I caught Boadicea using the food bowl as a pillow. It doesn't look terribly comfortable. On the other hand, comfort may not be her primary goal. There's pellets in that bowl! If she got the munchies, she wouldn't even have to roll out of bed for a snack. Laziness? Or efficiency?