DS insists on sleeping with a pillow on his face (!)

[PrincessOfWails]

He was in a cot until he was 2.5, and had no pillow. But now he sleeps under the pillow! Last night he told me he slept under the pillow to stay in the dark. (It's not light in his room...)
First things first - because I'm paranoid - is there a risk here? (I mean, I know you can suffocate children by holding pillows over their faces, but I'm guessing nobody could do this to themselves?!)

Secondly what can I do about this? Should I just remove the pillow?

I used to do that right up until I was 17/18.

In my case it was something I got into the habit of doing when I had migraines as it blocked out the light and sound but it became a habit even when I wasn't in pain.

I managed not to suffocate myself

Dd was the same. So I removed the pillow and gave her a piece of fleecy material in a pillow case. Sort of like a face-blanket for want of a better description.
She needed something 'on' her face to sleep for years, usually a blanket / sheet of some kind.
She is now 8 and has clearly not suffocated, although I am not officially recommending my 'face blanket'.

Bluddy yeah, my thinking too (and my facts come from novels and the like). He's nearly 3.
I'll have a think about the face blanket!
Thanks all!

I did this for a long time as a child; drove my mum insane, but I'm alive