Is it a sin to sleep naked?
The Bible teaches that we are not to put our nakedness on display. We ought to have a sense of embarrasment concerning the private areas of our bodies. "And those members of the body which we think to be less honorable, on these we bestow greater honor; and our unpresentable parts have greater modesty, but our presentable parts have no need. But God composed the body, having given greater honor to that part which lacks it" (I Corinthians 12:23-24).
How you choose to sleep in the privacy of your own bed is up to you. But when others are around be consciencious of both your privacy and theirs. If others are around, but you prefer to sleep in the nude, wait until you are covered up in your bed before removing the last of your clothing and leave it where you can put it back on before getting out of bed.