tHEY GIVE YOU THIS pillow when you come out of surgery and are again 'at yourself'. Think of it as your very best friend. Carry it with you everywhere, including/especially the bathroom. Grasp it, clutch it, talk to it, love it. There is no comparison to our pillow connection after heart surgery. You will remember it with fondness ever after.
Coughing - the nurse makes you. They also make you use the spirometer all the time - they really bug you on this one, but it does help clear your lungs and help to keep them clear. But it isn't a big deal.
You may not sneeze at all in the hospital. Mine first occurred when I was alone in my room at home. Janie once coined the phrase 'evil sneeze' and that is the most correct description I have ever heard and it sorta sticks with after heart surgery sneezes. You might get lucky and never have one at all, but try not to let one catch you unawares - do all you can to stop it. pRESS Your area below your nose and that stops sneezes.
These two things (coughing & sneezing) are really unimportant compared with the rest of recuperation and don't even happen all that much so please don't let us scare you. We just sorta have fun with it from time to time, but it's truly not an important issue at all. In the normal scheme of things.