That’s another nonsense that stands in many travel guides. Do not let the fun spoil and be quiet with at the International Pillow Fight Day at the Brandenburg Gate, which is attended by thousands of Berliners every year.
Otherwise, of course, it is true that under German law, a pillow can be regarded as a passive weapon. This means that if you beat someone with a pillow and get hurt, you could be sued technically.
But who cares?