Yep. This game is far from complete. The tutorial only takes a minute to complete and gives you great items for doing so. The developers even admitted the the pillow was a cruel idea. But it is up to the player choice whether they use it.
PS For more game help, please visit the following page:
http://pzwiki.net/wiki/Main_Page
Here's how I did on my latest game session:
Items worthy of note: 144 shotgun shells, about 20 packets of chrisps, about 30 cans of pop, 14 bottles of whiskey, a spiked baseball bat, a hammer, an axe, three lighters, 70 bandages, two torches, various tablets, 89 nails, 8 pieces of wood.
Also since pens and pencils are worthless. I'm collecting them as prestige. Pens: 13, Pencils: 8
Zombies don't really do a lot of damage on their own. I was trying to get one to turn me into a zombie but it didn't work and I died.