Symbolism, Imagery, Allegory
She always slept with her feet on the pillow and her head way down under the quilt. (2.74)
In other words, upside down. Completely the opposite of the way most people sleep.
Hm. Actually, to be completely opposite she'd probably have to be under the bed as well, but still, you get the gist. Pippi takes everyday, average things (the way girls should dress, the way children should behave, where horses should be kept) and turns them on their head. So it only makes sense that she should sleep that way, too.