I agree with the posters that said if it's on the sofa, it appears to be fair game. At least, that is what I would assume, ie that it's for use with the sofa.
I see nothing wrong with you not wanting her to use it though, but she can't possibly know that, so I think it's fine to keep it in your bedroom or say to her, "Oh, if you're looking for a blanket, do you mind using this other one instead? This one is my personal one."
The headache pills would be annoying. I had a lodger in my apartment (ie, I rented the apartment, and rented the spare room, with furnishings, to her for a few months while she studied in town). I liked to keep a good supply of feminine products in the bathroom, for myself, because, you know, it's a real bummer to find yourself caught short in the middle of the night. She asked if she could use one or two, and I said sure. Then the next time I went to retrieve some for myself, I found the box nearly empty! I was so annoyed. I did say something to her (politely, I think) and she said, "But I only used like a couple!" No, she used more than a couple, because I had a full box in there!
At the very least, the lodger should have said something: "I used some more of your headache pills; I hope you don't mind. You're running low so I will replace the bottle." Some of us like to keep things on hand for those emergencies that arise, and stock up ahead of time. There is another type of person that only notices the empty container when they need it in the middle of the night.