I had one of the best sleeps of my life on a bed of soft sand, in the curve of a dry creek that I really should not have slept in due to flash flood risk. Since then I've wondered if ancient people might have made mattresses of sand, but they were so simple and evanescent that they left no trace.

Accounts by westerners enslaved by nomadic tribes (when they shipwrecked on the coast) often talk about looking for sand to sleep on, especially when in the rocky parts of the Sahara, so I’d wager humans have been sleeping on sand for a very long time.

Sand is a pretty good heat conductor. It’d probably be ok on hot nights, but not so much in winter.

it's a good thermal insulator! next time you are at the beach with hot sand, try digging down a few cm with your toes.

Good thing you can just cover it with a blanket or something in winter

You need more insulation than you'd expect. The coldest campsites I've ever had have all been on sand.

Since we're talking about stone age tech, would mammoth pelt offer good insulation?

Can't say I have a lot of experience sleeping on mammoth pelt.

A slightly more modern way to deal with cold sand is to bury some coals beneath the pelt, after using them to cook your dinner or whatever.

Possibly - but if they transported the sand to where they slept very often, that would show up in archeological digs.