If you read the tag on the pillow (I know, already been teased), the last line of instruction is to put the pillow in the dryer on high heat for 15 minutes before the first use. No dryer sheets or wool balls, just the pillow.
Jack Poso recommended using a damp washcloth, which I did since the dryer was set to high. I put them in the dryer about every three weeks to keep them "out of the box" fluffy.
Instructions? What are those? :-)