@Patti272 Modern guests do not know the difference between a sham and a pillowcase. They will sleep on whatever they find the pillow in. They will even sleep on your decorative throw pillows. No messages are going to rectify this.
Every pillow in my property is in a washable replaceable cover. It took some time to find pillow cases that complemented other decor as I like a “dressed” bed, but I did. Since those early days I have purchased comforters that had matching sheet sets or pillowcases, and I use duvets and washable shams.