They fly into the box at dusk and stay there until morning, probably for extra warmth and safety. Birds that do this include chickadees, titmice, nuthatches, woodpeckers, bluebirds and brown creepers. Some birds, such as bluebirds and creepers, roost communally, which is many individuals of the same species roosting in the same box. Communal roosting may provide added warmth. Winter roosting by birds is a good reason for you to leave bird houses up all year.
Houses can face in any direction.
However you may want to face them away from the direction of prevailing winds in your area just to give the birds a little added protection from the weather. Every spring we're excited because nest construction is started in our bluebird boxes. House sparrows build a sloppy nest of lots of coarse grass, strings and feathers that tends to arch up over the sides and even under the roof of the nest box. Bluebirds build a neat, cup-like nest of grasses or pine needles. House sparrows are not native birds and therefore are not protected by law.