Is it bad to go to sleep with wet hair? if so what are the consequences?

Large heat loss: A relatively high percentage of your circulation goes to your scalp. Thus a scalp that stays wet from wet hair loses a great deal of heat energy. In a hot environment this is not likely to be a problem. In cold air it is similar to being outdoors in the cold for hours with too little clothing.

Wet hair: Over time, sleeping with wet hair can cause breakage of hair & if you are in a cold environment it may cause you to feel colder.