I'd say start whenever side sleeping feels needed, usually second trimester onwards. A C or U shape one supports your back and belly together. Some women even start early just for comfort, no harm at all.
I felt I couldnt get comfy from around month 5, kept tossing. Got a pregnancy pillow and it was the best decision, slept so much better. Start it the moment you feel that discomfort.
If you dont want to buy one right away, I actually used two regular pillows, one between knees and one behind back, worked fine in early months. Got the actual pregnancy one later in 6th month. Start whenever you genuinely need the support.
Whenever sleeping starts getting uncomfortable, for most it's around the 20 week mark when the bump grows. No fixed rule. I started mine in 5th month and wish I'd done it sooner honestly.
Should've started mine way earlier honestly, now in 3rd trimester it's the only way I sleep. Get one the second your bump starts protesting, dont be a hero like me haha.