I'm already thinking about buying a body pillow too. Lol. Anything to make your sleep comfortable. Trust me, you will get use out of it.
You have a baby in there so of course it is unconfortable. It is up to you if you want a pillow this early or not. Some get away with taking an extra pillow to bed to put between their legs or to prop up behind their backs to lay on their side without rolling over. Do whatever makes you comfortable because you have a long way to go and sleep does not come easier as you progress.