You can keep a cockatiel in your bedroom. However, consider that they may make some noise which may be an issue when you attempt to sleep. You will also need to consider ventilation in your room and it is recommended to get an air purifier to remove feather and dust particles that can cause damage to your lungs. Drafts need to be limited along with any loud noises which could scare your birds (like music). Its also recommended to keep your bird's cage clean and to do so frequently.