Hadith: When the Prophet (may Allah's peace and blessings be upon him) intended to sleep, he would place his hand under his head, then say: @"Allāhumma qini ‘adhābaka yawma tajma‘u or tab‘athu ‘ibādak (O Allah, protect me from Your punishment on the Day You gather or resurrect Your servants)."

عَنْ حُذَيْفَةَ بْنِ اليَمَانِ رَضيَ اللهُ عنه:
أَنَّ النَّبِيَّ صَلَّى اللَّهُ عَلَيْهِ وَسَلَّمَ كَانَ إِذَا أَرَادَ أَنْ يَنَامَ وَضَعَ يَدَهُ تَحْتَ رَأْسِهِ، ثُمَّ قَالَ: «اللَّهُمَّ قِنِي عَذَابَكَ يَوْمَ تَجْمَعُ أَوْ تَبْعَثُ عِبَادَكَ».
[صحيح] - [رواه الترمذي] - [سنن الترمذي: 3398]

Hudhayfah ibn al-Yamān (may Allah be pleased with him) reported:
When the Prophet (may Allah's peace and blessings be upon him) intended to sleep, he would place his hand under his head, then say: "Allāhumma qini ‘adhābaka yawma tajma‘u or tab‘athu ‘ibādak (O Allah, protect me from Your punishment on the Day You gather or resurrect Your servants)."
[Authentic hadith] - [Narrated by At-Termedhy - An-Nasaa’i - Narrated by Abu Daoud - Narrated by Ahmad] - [Sunan At-Termedhy - 3398]

Explanation

When the Prophet (may Allah's peace and blessings be upon him) lay down to sleep, he would rest his head on his right hand and place his right cheek upon it, and he would say: "O Allah" my Lord, "protect me" and guard me against "Your punishment" and torment "on the Day You gather or resurrect Your servants" for reckoning, i.e., the Day of Judgment.

Benefits from the Hadith

1. The merit of this blessed supplication and the recommendation of reciting it frequently, following the example of the Prophet (may Allah's peace and blessings be upon him).
2. Lying down on the right side is recommended.
3. As-Sindi said: His statement (O Allah, protect me from Your punishment) implies that a wise person should treat sleep as a reminder of death and the resurrection that follows it.
4. Protection from Allah's punishment on the Day of Judgment is through His grace and mercy, by guiding the servant to righteous deeds and by Allah's forgiveness of his sins.
5. Humility of the Prophet (may Allah's peace and blessings be upon him) before his Almighty Lord and Master.
6. Affirmation of resurrection and the return, and that people will be brought back to their Lord to be held accountable for their deeds. Whoever finds good should praise Allah Almighty, and whoever finds otherwise should blame none but himself, for they are merely the deeds of the servants that Allah keeps count of against them.
7. Keenness of the Companions (may Allah be pleased with them) to elaborate on the conditions of the Prophet (may Allah's peace and blessings be upon him) in his sleep.
8. His statement: "He would place his right hand under his cheek": this was from the Prophet's habit of favoring the right side in all matters, except in cases where there is evidence indicating otherwise.
9. Sleeping on the right side leads to quicker wakefulness, as the heart is less settled in that position, and it is more restful for the heart because it is located on the left side. If a person sleeps on the left side, it may harm the heart due to the body's weight pressing upon it.