How could I make my room feel cosier?

cushions, blankets, candles, curtains, have the radiator on

Install carpeting on one or two of the walls.
Not only will it look warmer & cozier, it will sound cozier too.

Less Scandinavian modern and more Old English or Country. Look at the pictures in home and country decorating magazines you like.

If only you showed us a picture of your room it would've been easier to help. Anyways i may suggest that if your room is full of stuff maybe you can use shelves instead to save some space, you can also use calming colors like shades of pastel blue which helps you relax.