To perform the bridge, lie on your back with knees bent, engage your lower abdominal muscles and squeeze your buttocks together, lifting your bottom off the floor. Peel your spine off the mat, one vertebrae at a time, until you are resting on your shoulder blades. Now slowly lower, as if your spine were a zip being done up.
The bridge exercise focusses on increasing the flexibility in your spine, while strengthening your bottom muscles and activating your core. Depending on your own personal comfort, you may prefer to perform this exercise without a head cushion, particularly if you feel a strain in your neck with the cushion. This is very much a personal decision based on how you feel.