I have a U shape pillow and it also just didn’t do it for me. The arms ended up spreading out and taking over the whole bed or falling off the bed and it didn’t help me stay on my side (I was not a side sleeper previously). I ended up buying the boppy side sleeper pregnancy pillow which has really helped me stay on my side comfortably. However, that might be a personal preference based on how they sleep and I know a lot of people love the u shaped pillows.
A non-pillow gift I received that I absolutely love is this book: https://www.amazon.com/Petit-Baby-Book-Claire-Laude/dp/1452152004
Here's the amazon link. I loved how sturdy the book was, gender neutral, and so sweetly decorated.
The Le Petit one on Amazon is so stinking cute and the quality is great!
Le Petit Baby Book https://www.amazon.com/dp/1452152004/ref=cm_sw_r_cp_api_5g5XBbY8DSQKM
I’ve loved this one! High quality paper and overall presentation.
Le Petit Baby Book (Baby Memory Book, Baby Journal, Baby Milestone Book) https://www.amazon.com/dp/1452152004/ref=cm_sw_r_cp_api_i_z1qpFbVKQKG8S
We registered for this one: https://www.amazon.com/Petit-Baby-Book-Claire-Laude/dp/1452152004
I've also seen the moms one line a day book for random notes/milestones. https://www.amazon.com/Moms-One-Line-Day-Five-Year/dp/0811874907