Many birds, including budgies, will sleep with their heads nestled down over their backs and between their wings, especially at night. This is perfectly normal behavior. However, a bird that isn't feeling well will spend more time with its heads nestled down into its feathers and less time engaging in preening, eating, playing, and other normal activities. A sick bird may also stop vocalizing, sit puffed or fluffed up, sneeze or have discharge from their nares, have loose stools, have stools caked around the vent, and/or pick at its food or not eat at all. So, if your bird seems listless or is exhibiting any of the above symptoms, seek veterinary attention right away.