Ah, I didn't realise about the shape, woops. Even for other shapes, using lines to define the shape first might be somewhat useful I hope. And using bolder value changes will make the shape clear, to convey the pillow-ness.
I think the hands are pretty good! The gesture is a strong point, I think it's pretty convincing. I think the proportions probably could use a little adjustment. I think her head seems to big for her arms. I would probably bring the shoulder width out a bit.
And I would make the head slightly less spherical - even though a human head is round, the sides are usually somewhat flatter, and plus when you layer complex hair on top, you rarely get a perfect sphere.
Re: legs. If you don't already, you should use as many draft layers and guide lines as you like. Eg. if someone is wearing a dress, you still draw the legs in full first. And if the legs are partly obscured, you still draw what is behind. Hope that helps