Hi Vidya46,
It can take a few weeks in some cases for a new mattress to break in or for some people to adjust to a sleeping surface that is different from what their body is used to sleeping on (see post #3 here).
There is more about some of the different “symptoms” that people may experience on a mattress and some of the most common (although not the only) causes for them in post #2 here. Different people may have similar “symptoms” for different reasons. It’s not likely that your pillow is the cause of your symptoms.
While it’s not possible to “diagnose” the reason for any specific symptoms for any specific person except through some trial and error … it would probably be worthwhile trying a pillow under your knees when you are are sleeping on your back or a pillow in between your knees when you are sleeping on your side to see if it helps.
If the mattress is too firm for you then some of the suggestions in post #2 here may be helpful as well.
Phoenix