On a pillow - Προσκεφαλαιον probably means a little bed, or hammock, such as are common in small vessels. I have seen several in small packets, or passage boats, not a great deal larger than a bolster.

And he was in the hinder part of the ship,.... That is, Christ was in the stern of the ship: the Persic version renders it, "he was in the bottom of the ship, in a corner", but very wrongly; here he was

asleep on a pillow, which some say was a wooden one, framed at the stern: however, he was fast asleep on it, being greatly fatigued with the work of the day; See Gill on Matthew 8:24.

And they awake him, and say unto him, Master, carest thou not that we perish? The disciples came to him and jogged him, and awoke him out of sleep; saying, Master, arise, and save us, or we are lost: hast thou no concern for us? how canst thou lie sleeping here, when we are in such danger? are our lives of no account with thee? is it a matter of no moment with thee, whether we are saved or lost? They seem to say this, not so much praying and interrogating, as complaining and reproving.

A pillow (τὸ προσκεφάλαιον)

The definite article indicates a well-known part of the boat's equipment - the coarse leathern cushion at the stern for the steersman. The Anglo-Saxon version has bolster.

And he was in the hinder part of the ship, asleep on a pillow: and they awake him, and say unto him, Master, carest thou not that we perish?

4:38 On the pillow - So we translate it, for want of a proper English expression, for that particular part of the vessel near the rudder, on which he lay.

38. And he was in the hinder part of the ship-or stern.

asleep on a pillow-either a place in the vessel made to receive the head, or a cushion for the head to rest on. It was evening; and after the fatigues of a busy day of teaching under the hot sun, having nothing to do while crossing the lake, He sinks into a deep sleep, which even this tempest raging around and tossing the little vessel did not disturb.

and they awake him, and say unto him, Master-or "Teacher." In Luke (Lu 8:24) this is doubled-in token of their life-and-death earnestness-"Master, Master."

carest thou not that we perish?-Unbelief and fear made them sadly forget their place, to speak so. Matthew (Mt 8:25) has it, "Lord, save us, we perish." When those accustomed to fish upon that deep thus spake, the danger must have been imminent. They say nothing of what would become of Him, if they perished; nor think, whether, if He could not perish, it was likely He would let this happen to them; but they hardly knew what they said.

4:35-41 Christ was asleep in the storm, to try the faith of his disciples, and to stir them up to pray. Their faith appeared weak, and their prayers strong. When our wicked hearts are like the troubled sea which cannot rest, when our passions are unruly, let us think we hear the law of Christ, saying, Be silent, be dumb. When without are fightings, and within are fears, and the spirits are in a tumult, if he say, Peace, be still, there is a great calm at once. Why are ye so fearful? Though there may be cause for some fear, yet not for such fear as this. Those may suspect their faith, who can have such a thought as that Jesus careth not though his people perish. How imperfect are the best of saints! Faith and fear take their turns while we are in this world; but ere long, fear will be overcome, and faith will be lost in sight.