Toddler is able to understand a lot more of what you say compared to just a month or two ago. Of course, just because she knows what you're saying doesn't mean she is particularly going to listen. Mealtimes, playtimes, and if she's watching tv will prove very difficult to get her to listen, as she's trying to prove her independence.
A lot of children this age can have a security blanket, or a favourite toy or dolly, that they take everywhere with them. This can continue for years until one of their friends makes fun of them for it. These items offer real security, almost like a mobile friend, for every situation. They may sleep with them, cuddle with them, and just sit the item nearby when they are playing with something else. Don't take it away, it's not doing any particular harm.