I have a pillow with a speaker built in. It relies on a 3.5mm jack and cable to connect to the music source which is fine as long as you’re not one for picking up your pillow and throwing it round in the night. It’s surprising how quiet you can have it set but still be able to hear it when you lie on it - handy if you don’t want to disturb the person lying next to you.
It’s similar to this:
https://www.amazon.co.uk/dp/B005GF4C...2RYGDJSSCVWZQS