My dog is 15 years old and used to chew shoes when she was younger. Thankfully we stopped that behaviour, but I've noticed that she still likes to take shoes and (for lack of a better word) cuddle them.
She's been living at a family member's house for the past two years but recently came to stay with me for the week. She sleeps downstairs and my shoe rack is near her bed. I've noticed that when I come downstairs in the morning she will have one or both of my shoes nestled in her bed with her; I usually put the shoes up on the shoe rack but she goes out of her way to pull them down and take them over to her bed (one time she put enough effort into it that she accidentally knocked the shoe rack over). One time while I was watching TV and had forgot to put my shoes on the shoe rack, I also noticed her sleeping with her head propped up on the shoes.
It's not necessarily bad behaviour that I want to curb (besides maybe her pulling my shoes off the rack), and at her age it's probably too late to stop it. However, I'm curious as to why she's doing it. These shoes are well-worn so my theory is that my smell is deeply ingrained in them, which is comforting to her; or, maybe she just wants something to rest her head on while she sleeps.