Typically the way to cozy up rooms is with accessories...throws on the sofa, pillows, art on the walls, window treatments, etc.

In a city as gray as London I would choose warm colors such as brick red, green, warm blues, Oriental rugs with warm colors, paintings and/or prints that also have warm tones, plenty of lamps in the corners of the room to light up the spaces, throws on the couches and chairs (although not too many) and pillows in warm but brilliant colors, nothing too drab or muted. I wouldn't choose cool tones for wall colors. Even if you choose gray it should have brown or red in it to warm it up. I would study magazines and analyze the rooms that feel warm and vibrant, and use some of their ideas.

Picture of your room?

Thank you for the advices Annie and Ingrid !! :)

The thing is that I'm renting so I can't do any painting on the wall.. :(

Here's a photo of my room (it's not very big..)

Definitely add lamps to bedside tables... nothing like lamp light to make a room cozy.

Look into command hooks so you can hang pictures on the walls without making holes for when you leave.

Find a small rug, maybe a sheepskin if you don't mind animal skin, to put on the rug by the bed... a soft place for your feet to land when you get in and out of bed.

My suggestions:

A small rug

Art on the walls, especially photos of your family, hometown, vacation, etc., maybe a photo collage

pillows

battery powered candles

If you can swing it, some curtains

plants

some comfortable smell (plug ins, scented battery-powered candles, etc.)

Not sure what your overhead light looks like. Depending on the light (institutional, white/bluish light bulb, switch to a more warmer light bulb or get a floor lamp.

I would even consider moving the bed against the wall and make it a daybed/sofa with lots of pillows

Purple is a bit of a cool color. I LOVE your bedspread, but you might consider changing it to something that is warmer and better ties in with your carpet. I had that same carpet color in my last house, and the accent colors I had were browns (wood tones) and maroon and forest green. You can hang shelving and wall art fine in an apt. as long as you know how to fix the holes. SO and I did that right before I moved out of my house, was no biggie, just some spackle. Lighting, many options from big lamps to smaller to floor lamps. Look for something that screams "cozy" to you! You could even go with a small patterned area rug in front of your bed. If you like the purple, maybe cozy it up with other primary colors like green, red, blue. My kitchen/dining room colors were purple, royal blue/cobalt and sage green, with wood accents. Wood stuff cozies up a room, I have found. Folks often remark that my home is "cozy" or "homey." I think part of that is my penchant for wooden hand me down furniture, lol! Some shelving with selected beloved items that show your "cozy" personality help too. In grey London, I'd look for some botanical prints, would go good with the purple too. If that is your style. I hate watering plants and they are futzy and gather dust, but pictures of plants bring some warmth without needing to be watered!

Thank you for all the tips, I'm definitely going to do some shopping this weekend! As I'm a student, I don't have a lot of money but, for sure, I will use your ideas to make my room feel cozy :)

I will send you a photo as soon as I can to show you the result!

Google: How to decorate a dorm room. Lots of advice.

And check out IKEA. Their Sanela (velvet) pillows and curtains are relatively inexpensive and very nice looking.

You can get a lot of great stuff second hand. Don't rule out looking at whatever the London equivalent of Goodwill is, and second hand stores. Do they have Craigslist? Some colleges have even set up second hand stores because so many students leave perfectly good things behind when them move out because they don't want to deal with it. I have a wonderful chair and ottoman that I found on the street when I was leaving college. I just re-upholstered it and voila, great chair. IKEA is definitely your friend for great buys at student prices!

I actually looked at London CL. SCARY, and we're not talking some turquoise overkill.

I've been perusing the London CL as well. What's scary to me are the prices being asked even on used items, but it's London, after all!

I had a friend who lived in London and I visited her twice. The cost of things in London amazed me, and I've been to NYC and other places in Great Britain! It would definitely be an uphill battle to decorate on the cheap in London!