This story is a sequel to Happiness is a Warm Pony

As you pull it out of the box, you see that there's a design of a pony-- a mare-- printed on either side. She's blue-"furred", with a lilac mane and tail, falling down her back in waves. She stared up at the ceiling with blue-iris eyes. Then you realize it. An image of a mare-- sewn into a pillow-- one as tall as you are. Of course. This is a dakimakura. And a darn well-made one at that; the pony printed on its faces is amazingly lifelike.

Then it speaks.

Coverart by Badumsquish (not on Fimfiction).