The easiest way to create a fleece pillow is to use a no-sew knotting technique. As fleece doesn't fray, you do not have to sew it together.
Choose a fleece fabric you like. You can use a different fleece fabric on each side of the pillow. Choose a pillow form to use inside the pillow. Cut a square piece of the fabric that is 4 to 5 inches bigger than the form on each side. The extra fabric becomes the fringe in the final project, so set it at a length you like. Cut the other square to match the first. Layer the squares together, and take out a square piece of fabric at each corner of the pillow; the square should be the same length as the fringe. Discard the square. You take out this square so the fabric doesn't bunch at the corners.
Cut the outside of the squares into fringe by cutting towards the center every inch or inch and a half; make sure to not cut the fringe too deeply, as you don't want the central square to be too small for the pillow form. Place the pillow inside the two pieces of fabric. Make sure the correct side of the fabric is facing outwards. Tie each pair of fringe together in a knot, one from each square of fabric. Continue all the way around until the pillow is knotted together.