No matter how high the thread count or how lovely the pattern, your pillowcase can harbour a lot of gunk, grunge, and other debris. Changing your sheets, which should be done at least once a week or at the most once in two weeks, is a must. But, if you want to be truly kind to yourself, or at least to your face, you should change your pillowcase at least once a week, if not more often. 

Your pillowcase contains dust mites and their poop 
Your entire body including your face is constantly shedding dead skin cells. Those dead skin cells accumulate on your pillowcase. And if you think that's gross, wait until you see what comes next. Those cells, it turns out, are a favourite snack of microscopic dust mites, who feed on the delectable bits of dead skin, right where you sleep.