I've noticed my budgie sleeps inside his toy when it's cold. I've seen coconut hut type things budgies like to sit in and fuzzy sleeves (even though I've read those are not necessary and possibly dangerous) is there any type of "bed" I could make my budgie so he can get warm and cozy easier during nights?
Budgies (like all birds) have feathers that can be raised or lowered to provide more or less insulation as needed. Steve has a preference for sleeping next to one of his toys in a corner perch..but like Deborah said, the materials in your budgie's sleep area are a potential for entanglement or ingesting fibers. Once budgies leave the nest box, there's really no reason to provide a "bed" and they'll sleep warm and comfortable in their covered cage. About 9 PM, when I get the cover to put on Steve's cage he quickly climbs over to the corner perch beside his big green and yellow plastic hanging chain. There are some nights when he prefers his perch swing....no particular reason.