Another YES. If you use a firm mattress, then a softer pillow may be better, because the pillow is lying on a firm surface and needs to adapt to the pressure of the weight of your head in your starting sleep position. If you have had a softer mattress, then a firmer pillow may be better to keep your head and neck aligned.
Don't ignore your pillow! It's such an important element of your sleep environment, and having the right one under your head can make for more comfortable, restful nights.