Put your head on the pillow! (laughter)
North has a magnetic pole, so if you put your head in the north and sleep north-south then the magnetic current that flows from north to south passes through your head to your toes. It can be tiring and drain the energy a little bit. This is an ancient thought.
You always sleep east-west so that you cut the magnetic field and let it pass through your whole body horizontally and not through the nervous system. That is a very minor issue, nothing major. It has only to do with the magnetic current.