Can switching pillows cause neck pain?
Can switching to another pillow cause neck pain?
I switched, and after the first and second night, I have mild neck pain all day. Is it also normal when you push the side and back of your neck with your fingers, to feel a sort of mild feeling, as if you’re pushing around very small marbels?

Yes, a different pillow can lead to neck pain.
I don’t know about your marble sensation, though.