No, Pappy, in all of my experience, I've never gotten myself chafed from doing a pillow. Of course, you and me share something in common down there that I don't want to broadcast to the whole world. We used to talk about it in high school, so think hard and you'll remember. It's that extra protection that allows us to not be chafed. :)
Anyway, I also learned how to masturbate early. I don't know why. I think I was 11. But, nobody ever explained it to me, so I didn't know anything about doing it with my hand until I was about 13 or so. So, guess what, I learned on my pillow first.
Anyway, try it if you get drunk enough. You don't need your hands at all, so you should be fine, Pappy.