Our first child loves to be totally tucked in under the duvet. To prevent suffocation, we have a wool duvet. Dh and I have separate mattresses, and separate duvets. When we were all still sharing the duvet, ds1 was waking more often due to the tugging at the covers, and probably draft coming in under the covers too. When ds2 was born, we immediately noticed a difference. He doesn't want any real covering. So I took the duvet for myself (ds1 is on the mattress with dh), and ds2 got his own fleecy blanket, which is light, and we keep his feet uncovered (that's what he wants). We just make sure that he is warmly dressed, as in thick sweat pants and sweat shirt, cotton, and a snap-crotch undershirt. When he was really little, it was hard to find thicker sleepers, most of them are thin cotton and terry cotton, or synthetic. But we found them! Heh!
Also, for pillows, dh and I use buckwheat pillows. They are half the size of "standard" pillows, and we find them twice as comfortable. But that's a personal thing; we don't like stuffed pillows or feather pillows anyway, and were constantly fussing about them. Once we got the buckwheat, we were sold. Buckwheat also won't allow for suffocation, unless the kid is totally *under* the pillow for a long time. The hulls in the pillow allow for a lot of oxygen to flow through.
Keep trying different things until you find something that works for *all* of you. There is no "one way"... there are as many different solutions as there are families. Good luck!