According to Soren White, NYC Dermatologist,:
"It sounds crazy, but the pressure on your skin from lying on one side night after night can cause permanent creases. Try to sleep on your back instead or switch to silk pillow cases, which don't pull or tug your skin that much"
Also, Little pillow creases are better for you overall than not getting sufficient rest, since our skin renews itself at night - Sapna Westley
Source : September issue of Cosmopolitan