Sleeping nude is one of the best ways to begin the practice of nudism. Contrary to conventional wisdom you won’t be cold. If fact your body will eventually begin to regular heat to keep itself warm. I found that longer I had been sleeping nude the less I needed covers I actually got too hot and sweated when I had covers on. In the winter time blanket layers and/or a small room heater can keep the room temperature in a range that allows the body to regular itself. An electric blankets works as well. Most of the time I find I only need a sheet and blanket to stay warm in winter.
Give it a try, begin wearing less and less to bed. Try it over a month or two. You may find as I did that waking up nude is the only thing better than sleeping nude.