It's not cozy because the lighting is extremely harsh for a bedroom. I would suggest table lamps or floor lamps.

I think new bedding, adding larger nightstands with lamps.

Some inspiration:

Briar Chapel Model · More Info

Cornwall Gardens, South Kensington · More Info

Great idea! I was also thinking a nice chair and a plant somewhere - Thank you!

Agree about light - during night time I use a little lamp on one side table never the ceiling ones 🤦🏻‍♀️ also sorry for the mess 🙈

No matter how you choose to decorate, post a picture of the update.

Curtains would definitely add a cozier vibe. Maybe light gray velvet?

The pictures over the bed should be hung closer together and a little lower. They look disjointed the way they are now.

is it possible to put the bed against the opposite wall? I think the bed would look nice against the textured wall. Agree about the drapes. I would also consider changing out the ceiling lights.

It is very busy and not restful feeling to me. Can you take a photo with all the shades open in the daytime, please?

Please describe all the wall surfaces -- especially whether blue paint is satiny. Concrete has dull finish? what about window shades? Some houzzers can repeat the majority rule - ? - your room doesn't seem to have one major color, which is 'confusing'.

What's your thought about these rooms? say if the concrete look were behind the bed? and art and bench were blue and yellow...

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I don't personally favor the small yellow wall, but this room's use of tan textures might work? and you still have yellow accessories [rather than on a wall]. Like this chair -- it could be blue and gold.. ?

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Sunset Pied a Terre · More Info

Had time to look at your saved photos - this one shows what you could try: add blue pillows ... yellow bench, etc...

SW Hills · More Info

It’s not feeling integrated due to lack of consistency and color repetition. Having a plan is helpful and I think a boho feel would be a great look. If budget is limited, I’d purchase in the following order: bedding (huge impact), rug, art.

This rug comes in different sizes and is 20% off right now. Place next to bed and skip one at the bottom.

Larger art for more impact and will also help pull the room together.

https://www.etsy.com/ca/listing/499347471/moon-ans-sun-set-2-watercolor-painting?ref=pla_sameshop_listing_top-1&pro=1

I think a problem is the yellow wall, as room is too busy and add the punch of yellow with accessories. Also suggest continuing the navy paint to the corner.