The Talmud tells us that during sukkot a man is obligated to sleep in the sukkah.1 This is quoted as binding in the latter Halachic works as well.2
However, it appears that that at least since the 13th century the common practice is to sleep indoors. There are a number of different suggestions why this is so. All of them are based on the fact that the obligation to dwell in the sukkah does not apply if it makes a person at all uncomfortable.3
The thirteenth-century sage, Rabbi Mordechai ben Hillel Ashkenazi, writes that most people of his time did not sleep in the sukkah and suggests that this is because the cold weather made it uncomfortable—and therefore unnecessary.4
Rabbeinu Manoach ben Yaakov (13th-14th centuries) adds the additional concern that sleeping in the sukkah puts the person and his belongings in danger of being robbed.5
Rabbi Mordechai Jaffe (1530-1612) writes that even if a person would be able to keep warm in the sukkah, if it is inconvenient to shlep bedding to and from the sukkah every night, he does not need to sleep in the sukkah.6
Rabbi Moshe Isserles (1520-1572) feels that the dispensation not to sleep in the sukkah has nothing to do with weather and writes that it is because the sukkah is not private enough for a man to sleep there with his wife.7
Rabbi David HaLevi Segal (c. 1586-1667) takes this one step further by writing that sleeping alone is not a very festive way to celebrate the holiday. Celebrating the holiday with one's wife is a mitzvah which trumps the obligation to sleep in the sukkah.8
Nevertheless, in modern times and particularly in warmer climates, it has become more common in some communities to make the effort to sleep in a sukkah.
Interestingly, the Chabad custom—which is quite stringent with regards to the other sukkah-related obligations—is to not sleep in the sukkah. Read The Sukkah and Sleeplessness to find out why this is so.
Please let me know if this helps.
Yours truly,
Rabbi Menachem Posner
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