My birds--budgies, a conure, and an amazon--all love being by a window. They get really annoyed when I move them to a more boring location! As long as you don't have serious drafts and keep the room above 60 degrees, your bird should be fine. You could always add a bit of hanging blanket at the cage edge of the favorite sleeping perch as a little comfort corner... I just added a little snuggle thing to my conure's cage: I took strips (maybe an inch thick, eight inches long) of some good wool felt that I had on hand, cut a hole at the top of each strip and then strung them together on a clip. I hang it from the cage top and in falls like a mop onto Cyrus's sleeping perch. He snuggles into it sometimes to sleep--very cute.