Sir, normally we sleep in closed rooms or sleep with head covered with bead sheet . infact we will not get fresh air for breathing. any health effects?

CO2 retention: You want to avoid excessive carbon dioxide retention. If the sheets are breathable cotton this is less an issue with synthetic blends. I hope you can come up with a better sleeping arrangement, one that does not cause you concern for your well being. From time to time people are troubled by insects, pets, light, sounds and unpleasant odors. I hope you are not bothered by any of these things.