Quite a few smaller birds really do like to have somewhere they can hide away, either to sleep at night or nap during the day. The fuzzy type sleepy huts can be very hazardous for a number of reasons as has already been mentioned, but there are alternatives made of seagrass that are much safer. Nothing is ever guaranteed to be 1000% safe, but this is the type I use ...
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I've used this style on the most hormonally charged chronic egg laying purple crowned lorikeet hen you could POSSIBLY imagine, and all she ever did with it was nap in it (or ON it) at night, or hide in it during the day when the outdoor birds kicked up a bit of a ruckus. I actually specifically got it for her when I caught her clinging to the bars all night long and I couldn't imagine she was getting much sleep. Still need to keep a bit of an eye in case your bird starts treating it like a nesting spot, but the very open weave open ended design generally counteracts that. There's also the "flying trapeze" style seagrass mat that's suspended from all four corners, my princess parrot and my budgie like sitting in that during the day, it takes the weight off their feet
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Other than all of that, welcome to the Forums
@Axfhs! Don't forget to tell us your new baby's name, will you? My apologies if you already did, I read your posts a few times and couldn't see one, but then again my eyes are not what they used to be!