Pallets can become cozy! I made a king-size pallet bed with large sliding pallets. I found and used 23' long pallets (used to hold siding).
How I made my King-Size Pallet Bed:
I trimmed the pallets and left 1' 6" on both sides and at the end of the bed. I left the excess pallet material so it could be used as a step; a seat; and an easy dog step.
I also made the headboard out of pallets. I put shelves on both sides and in the middle. Hindsight is always 20/20, and I wouldn't have put a shelf in the middle. I painted the bed with a primer/paint all in one. Finally, I purchased some simple dollar store Christmas lights and put them underneath.