It's definitely normal. your body is already releasing "relaxin" the hormone that allows your joints to soften and stretch, and your hips are going to be doing the most stretching right now...even though your uterus is small, your organs are rearranging within your pelvis and putting pressure on your hips...combine that with the increased blood volume and bloating from early pregnancy and you're putting a good bit of pressure on your hips....the pillow between your knees SHOULD help...try 2, you can try sleeping on your stomach for now that helped me early in both pregnancies..you can also apply warm heat packs (not hot ones) to the sorest parts of your hips as long as you aren't putting them over your belly and you can take tylenol. warm baths and I am 99% sure you can use epsom salts which will help IMMENSELY (make sure and ask a pharmacist if you go to pick the salts up from the pharmacy but I'm fairly sure they're safe)...and make sure when you get up every morning to do stretches that involve your lower back and hips.
i am 8w2d and i experience this as well. I have a really hard time getting to sleep and staying asleep because i can never seem to get comfortable
Your body is adjusting for the baby. It IS normal. A hot bath may help for the pain.