Old Chinese people like to sleep on cold, hard pillows. Ceramic, jade, marble, long as it's a rock with a indentation for the head, they want to dream on it. Painful as it looks, the pillows probably promote health or longevity, just like those slippers lined with rubber points they sell at all Asian supermarkets.
I found vague answers to the hard pillow question at the Ceramics Museum in Yingge, Taiwan, the city known for their pottery.
Pillows let you "sleep without worry" because your valuables are inside and no one can break those hard pillows open!
Of course no one knows more about pillows than my dear friend Parisa, the headmistress of pillow production. She makes lovely vintage fabric lavender cushions and sells them on Prince Street in New York. Read her blog for the truth about pillows.