Is sleeping on your back really bad????

I'm a side sleeper but halfway through the night I end up on my back! I'm not sure how long I sleep on my back but I'm sure it's a few hours before I realize and turn to my side again.  I tried putting a pillow behind me but I toss and turn all night and the pillow ends up at my feet or on the floor by morning ..   can't afford a pregnancy pillow but I feel bad when I find myself asleep flat on my back... Is it really that bad?Why can't we sleep on our backs? Is anyone else going through this???