How many layers he’s wearing and whether he’s under or over the covers often visually reinforces the story of Dean’s emotional state.

In Season 1, the biggest mission at that point was to Find Dad.  There we saw Dean stripped down, half-clothed, under the covers, and vulnerable.

There are notable exceptions of times of urgency, where ease is set aside in favor of the greater plan to Get The Demon Who Killed Your Mother. 

Here are Sam and Dean after the reveal of John’s plans about The Colt.  John is awake off screen and monitoring for activity related to the vampires who stole it from Jenkins.

Dean’s ease with his sleep continues even in to Season 3:

This changes with the start of Season 4.  After his return from Hell, Dean’s sleep is disturbed with flashes of his experience there, and we see him full clothed and laid out atop the sheets of his bed.

Until after 4×11 Family Remains, in which Dean confesses the shame of breaking in Hell and taking up the knife to torture other souls.  It’s after he unburdens himself that we see Dean again without the armor of his layers of clothes and seeming to have deliberately laid down to rest, instead of sleeping wherever and whenever he couldn’t keep his eyes open anymore.

At this point, we return to the contrast between times of greater safety and those consumed by the need to remain vigilant.  

Here, Dean sleeps and dreams of fishing at the beginning of the episode.  In contrast, once Jimmy is in their care and requires their guardianship, we see Dean again clothed during sleep.

In Season 5 and 7, Sam and Dean are on the run, hunted by demons, angels and leviathans.  Dean sleeps as if only giving into his body’s demands reluctantly, requiring “at least four hours” before getting back in the game.

Being among family may not always be the time to let your guard down.  See Dean bunking down with Soulless Sam and a grandfather he has little reason to trust.

Contrast this with his post-apocalyptic period with Lisa and Ben and the relative safety of the bunker in Season 8.

Contrast the joy of Magic Fingers and Metallica:

With the self-protective shell from Season 9: