I camped for a lot of years using whatever was at hand (my riding jacket, mostly) for a camping pillow. This has changed with the recent advent of decent camp pillows that fold down to smaller than the size of a soda can, and my aging neck no longer finding those shenanigans amusing.
This is, again, a very personal decision, but I have some hints. Do not blow up your inflatable pillow until it is as hard as a rock. You want your pillow to be kind of soft. If you're a side sleeper you'll need a larger pillow than a back sleeper. This is another purchase you can spend as much or as little as you want on, depending on how important it is to you.
Sleep is important, and trying to pilot a bike when your neck is thrown out is not a treat, so especially if you are getting on in age like many of us are, get serious about a decent pillow.