From birth up until about the age of 12, I had my blanket (yes, my baby blanket or "blankie"). And I also had my big stuffed St. Bernard, Puff. I called him "Puff the magic doggy" and he was generally my pillow at night. I believed that if I slept with him, he would keep away my bad dreams. And for about 9.9 times outta 10, he did. I still have him though I don't sleep with him anymore. He desperately needs to be cleaned.
Then when I was ten, I got my cat, JonJon. He lived outside the first year of his life. And then when I was eleven, we got him neutered (poor guy) and brought him inside. Once he came inside, he started sleeping with me, and has been my best friend since I've known him. He is 14 now, and still has a good amount of vitality in him (I have informed him he is living at least until he is 20). He sleeps in my arms generally. And these days, generally Sugar comes and sleeps on my side--ugh! She's kinda heavy. But I let her remain there. I am kind, lol.
Whenever I venture out of my apartment anywhere other than going to my mother's house or on a small errand of some sort, I always bring my book bag with me, and a couple books etc.. This is comforting, bringing a part of my interests with me.
I also find pillows very comforting, and when JonJon finally gets down from my arms at night (he doesn't stay there the whole night) I grab my second pillow. I sleep on a couch and I also find the back of the couch comforting so I can nuzzle up into it. And I have six pillows on my couch as well. Three normal sleeping pillows, one very large square pillow which matches the couch, and two small throw pillows. I enjoy cushy clutter on my bed-couch.
And last, I tend to find books soothing. So, if I don't feel obliged to bring my entire book bag, I will simply bring a book. I love my WS book, Hamlet. It fits perfectly into my hands and I can roll it a bit if when I am nervous. It's generally my book of choice if I am not in the midst of another one.