If you experience such problems as shortness of breath or heartburn, especially in the third trimester, propping yourself up with pillows may be helpful.

http://www.babycenter.com/406_is-it-safe-to-sleep-on-my-stomach-during-pregnancy_1245307.bc

The most notable effects occur when women lie flat on their back. If you experience such problems as shortness of breath or heartburn, especially in the third trimester, propping yourself up with pillows may be helpful. Remember: Comfort is important, too!