How do I make this cozy?

I moved from a bad situation a year ago, and kind of feel like things were thrown together in the haste to "escape." In my old apartment I felt like my room was a cozy cave/fortress and it was my safe place, very tucked away. But now everything feels so hobbled and exposed. This room is way bigger and also has much more stuff in line of sight at all times.

I am renting this space from my parents, so any changes to pain colors or furniture have to be okayed by them, but they have seemed open to it.

Other dumb rules: the big ugly dolphin has to stay in the room. It's an eye sore, but it has become a major comfort item and helps me sleep during bad days, so unfortunately he's here to stay. XD