The first time I grew my curly hair long, I would put it into a sort of gentle bun for sleeping, but I have discovered (about a decade later while in long curly hair round 2) that it does better loose. Any sort of fixed hair style really messes up the curls and gives me more frizz.
I have not tried a satin pillow case or anything like that to see how that does, as San Francisco usually is cold enough for flannels year round.... LOL...