Having a dozen technology devices running constantly in your bedroom can lead to certain health problems.  The majority of these issues arise from a lack of airflow in the space or from volatile organic compounds released by dust from melting plastic or burning off hot GPUs.  Generally speaking, as long as you maintain your room dust-free and well-ventilated, hosting a small rig in your room is safe, depending on the size of your setup.  Dust can obviously become a major problem when a mining rig is operating in your room; after all, it's essentially a dust collector, which can be dangerous if not used correctly.  Keeping things dust-free and ensuring adequate airflow are, once more, the key concerns.