Á veturna sef ég undir þykkri sæng og í hlýjum náttfötum.

This is a very common thing to notice. In Icelandic, seasons are often expressed with a plural definite form when you mean something habitual or general.

So:

• Á veturna = in winter / during the wintertime
• literally, it looks more like on the winters

It does not sound strange in Icelandic. It is just the normal idiomatic way to talk about what usually happens in that season.

The -na is the suffixed definite article.

So:

• vetur = winter
• veturna = the winters, in the accusative plural

In this sentence, though, you should really learn á veturna as a fixed time expression meaning in winter.

Usually not if you mean winter in general.

There is a difference:

• á veturna = in winter, generally or habitually
• í vetur = this winter
• um veturinn = during the winter

So in this sentence, á veturna is the best choice because the speaker is describing a general habit.

Because Icelandic usually follows a verb-second pattern.

That means the finite verb normally comes in the second position in the clause. If you put a time expression first, the verb still has to come second:

• Á veturna sef ég ...

Structure:

• Á veturna = first element
• sef = second element, so the verb comes here
• ég = subject, after the verb

If the subject comes first, then you get the more basic order:

• Ég sef undir þykkri sæng ...

Sef is the 1st person singular present tense of að sofa = to sleep.

So:

• að sofa = to sleep
• ég sef = I sleep
• þú sefur = you sleep
• við sofum = we sleep

This verb changes its stem, so it is not completely regular. That is why you get sofa but sef.

Because undir can take two different cases depending on meaning:

• dative for location / position
• accusative for movement

Here the speaker is already sleeping under the duvet, so this is location, not movement. That is why Icelandic uses the dative:

• undir þykkri sæng = under a thick duvet

Compare:

• Ég sef undir þykkri sæng. = I sleep under a thick duvet.
• Ég fer undir þykka sæng. = I go/get under a thick duvet.

Because the noun sæng happens to have the same visible form in several singular cases.

So even though the phrase is in the dative, the noun still appears as sæng. The clearer clue is the adjective:

• þykkri shows that the phrase is dative
• sæng itself does not change visibly here

That is very normal in Icelandic: sometimes the adjective ending tells you the case more clearly than the noun ending.

For the same kind of reason as undir.

The preposition í also changes case depending on meaning:

• dative for being in something
• accusative for going into something

Here the meaning is static: the speaker is sleeping in warm pajamas, so Icelandic uses the dative:

• í hlýjum náttfötum

Compare:

• Ég sef í hlýjum náttfötum. = I sleep in warm pajamas.
• Ég fer í hlý náttföt. = I put on warm pajamas / go into warm pajamas.

Yes, absolutely.

Icelandic very often uses í with clothes to mean wearing them or being dressed in them.

For example:

• vera í jakka = be wearing a coat
• vera í skóm = be wearing shoes
• sofa í náttfötum = sleep in pajamas

So í hlýjum náttfötum is a completely natural phrase.

Because the adjectives have to agree with different nouns.

• þykkri sæng

  • sæng is feminine singular
  • the phrase is dative
  • so the adjective becomes þykkri

• hlýjum náttfötum

  • náttföt is plural
  • the phrase is also dative
  • so the adjective becomes hlýjum

So both adjectives are affected by case, but they also have to match the number and sometimes the gender of the noun they describe.

It is usually treated as a plural noun, much like English pajamas or clothes.

So you commonly see forms like:

• náttföt = pajamas
• náttfötum = in pajamas / in the pajamas, depending on context
• náttfötin = the pajamas

If you want a more general word for sleepwear, Icelandic can also use náttfatnaður, but náttföt is the everyday word here.

Because Icelandic works differently from English here.

• Icelandic has no indefinite article, so there is no separate word for a/an
• the definite article is usually added to the end of the noun

So:

• sæng = a duvet / quilt
• sængin = the duvet / quilt
• náttföt = pajamas
• náttfötin = the pajamas

In this sentence, the nouns are indefinite or generic, so no separate article appears.

Here sæng means the main thing you sleep under in bed, often something like:

• duvet
• quilt
• comforter

The exact English word can depend on region and context, but duvet is often a good match in modern everyday use.