This is super simple and perfect for me, because my sewing machine is a disappointment, I'm not a sewer, I like things done fast, and I haven't found the right toss pillows for my soon to be new daybed.
So, get a 2 sided placemat. Mine was an Indian Silk one from Target for $3. Open one edge of the seam 3 inches.
Stuff with polyfill and stitch back up. I hand stitched mine and here's the finished pillow.