Nursing pillows tend to be most helpful for first-time breastfeeders who are still learning positioning, C-section recoveries where keeping weight off the abdomen matters, parents of twins or multiples who need hands-free support for tandem feeding, and people with shorter torsos where the distance between lap and breast is small and a standard pillow is too thick.
They tend to be less useful for parents with larger breasts (baby may already be at breast height without elevation), people who prefer laid-back or side-lying nursing positions (pillow gets in the way), experienced breastfeeders who have developed their own comfortable positioning, and anyone who nurses primarily on the go.
The bottom line: if you think you might want one, add it to your registry. If someone gifts it to you, try it. But don't stress about having one before baby arrives. A firm bed pillow on your lap provides similar support, and many parents discover that's all they need.