just to say that a nest is a place to raise young. It is NOT a sleeeping place!! Birds will sleep as already said wherever they can find shelter. Ever seen a flock of starlings going to roost in the winter in a reedbed? Thousands and thousands of them in one flock! There are however some instances of nest re-use in winter- purely for shelter. In very cold weather small birds will huddle together, often in an old nest box. Wrens (which build domed nests) will often cluster in an old nest several layers deep. There are differing claims for the record number -61 were claimed to have squeezed into a 5" cube nestbox- but over 20 roosting in one nest in not uncommon.