Can you post some pictures of your room.

Cozy is in the eye of the beholder so go with things you like, and that make you happy. I see my living room as cozy because it reflects my personality with things I like to look at in it. I like green and orange so those are the colors--a dark grayish green on 3 walls, and very light orange accent wall because the green was too dark for the whole room. I love the outdoors and rustic stuff so my trim and doors and knotty pine. I'm putting in drop cloth curtains to add to the rustic look. I have several pictures of the outdoors on the walls, some that I took of my favorite place to go hiking. All those things give me the feel of a cozy room. Others may not care for it, but they don't live here.....

to create a cozy living room, fireplace is useful element. fireplace makes the room warm and cozy. put rug on the floor. arrange upholstery sofa or sectional. you can also put loveseat in front of the fireplace. hang curtain on the window. accent and pillow make the room warm. you should place accent chair. pillows on sofa makes the living room cozy. cozy living room design idea http://www.theclassyhome.com/comersus_listItems.asp?idCategory=397&Furniture=Stationary+Living+room+Sets

Cozy usually means smaller and intimidate spaces.