Separating pillow from Bed Frame

Hello, I once found ea coloured pillows but my hard drive crashed and I don't have them anymore so now I want to do them myself. I'm guessing I have to create a new pillow mesh, right? It can't just be a color which I'm good at.

So anyone, anyone at all please just give me some guidelines, head start suggestions please, it's my very first time using Blender by the way so the simplest explanation is greatly appreciated.

Thank You so much in advance.