For me, it’s being warm and being enclosed in some way - could be a blanket, or walls of books, I’m not really sure. For example a fireplace with a chair and a book is cosy, but if the room has massive floor to ceiling windows it is no longer cozy, because it’s not enclosed. Also because typically the light at the time of year that fireplaces are appreciated tends towards a cool grey cast.

I think what a psychologist would say I’m driving at is some kind of return to the womb.