According to Mayan legend, it is believed that Guatemalan worry dolls have the power to absorb worries and fears when placed under a pillow at night. Worry dolls are one way children can act out scenarios and explore their feelings, fostering self-expression and emotional regulation. People confide their worries to these dolls before bed, believing they take away the worries overnight. It's a tradition passed down for generations as a way to feel better and sleep peacefully. Supplies needed: 1.