Hey Canuck00 -
My dog, Connor, does the "comfort object" routine as well. For a long time, it was specific toy that he would bring to bed every night. However, he eventually destroyed it and then he just started bringing whatever he could find to bed. He might be on our bed sleeping and, when we get in, he runs out to the living room to grab a toy. He may just leave it on the bed or he may rest his head on it.
I think most dogs have some weird quirks like that! Just part of what makes them interesting! Hahah.
"Happiness is a warm puppy."