For me a cozy bedroom is easy. Layered bedding. Candle light. Or twinkle light. Warm colors. Accessories and paint. Area rugs. And I'm not talking about tiny little area rugs. Area rugs add a great cozy feel to the bedroom if you've got wood flooring or even if you have carpet, you can layer. Area rugs are inexpensive and add a decor level that packs a punch. Have fun with this. You want a funky, expensive carpet but its not in the budget to do wall to wall? Have a sexy area rug made. You wont regret it.
Some people like a tiny cozy room and some people like an open space, either way what makes it cozy is what you choose to make it feel that way.
There is no wrong answer.
Coziness at this time of the year is a must where I live. Lately the day time highs aren't even about zero! Stay warm and healthy, my friends.