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. .