Lights! Even if you are lucky enough to have marvelous natural lighting, extra mood lighting is a major factor in the cosiness of a reading nook. If you add some fairy lights, or a small lamp with a warm-colored lightbulb, the area feels exponentially friendlier and more secure. So when you're arranging things, remember to account for the plugs and where to put your light sources so that it wont be shining up your nose or become a fire hazard in a tent.
Also, if you have any, you can use some low shelves as 'walls', to give you a way to define the area without having to enclose the roof of it. Once you sit down, even a stubby 2- foot shelf is a pretty impressive bulwark against the world, lol. If it's still a bit short, you can always plop something on top to add to the illusion. Those little 2 shelf bookshelves they sell for dormrooms are great for it. And since they aren't super high, they can double as a tabletop to rest your laptop or your teacup. And hold your books, of course!
If you don't have any free shelves, then a couple of cardboard boxes or plastic containers stacked strategically and neatly covered with a sheet or something to make them look nicer also works great. (Ahh, the beloved college loftbed days. When most of my furniture was suspiciously square. LOL.)
re:tent life....
I've made tent set-ups in a bunch of my old bedrooms, and the trick is in how much you're willing to modify the walls. The simplest permanent set-up is to put a couple hooks in the ceiling, hook cables up there that have sturdy clips attached to the loose end, and just clip your sheets in place. You toss the sheet edges over something, arrange the swag a bit and tada~~! However! Sheets are surprisingly heavy, especially if all the weight is on one hook, so the hook has to be very sturdy. A little screw-in one will likely just pull right out of the drywall. If you can't reach the ceiling, you can do the same by rigging a sort of clothesline style wire across the area from either wall. Attach your clips so that they can be moved around, and you can reposition your tent to suit your mood. If it's very sturdy, it can also double as fairylight support.
Or just thumbtack it into place where you want it. It's your bedroom, it doesn't have to be fancy unless you want it that way, lol. Space your tacks about 8-12 inches apart, get it up high enough that you aren't hitting your head on it all the time, and it won't come loose until you take it down. The more contact you have with it, the more likely it is to fall. A ceiling fan running in the room will also reduce tent longevity, lol.
Non-wall-damaging options include leaning curtain rods creatively, extendable poles braced on the walls, and rigging a pole across the furniture. (I one used zip-ties to attach a long dowel to a wicker shelf and a curtain rod for a party.) Basically, if you think outside the box, a tent is really easy.
And standard safety warning: never leave the lights on in a tent when you leave it. Total fire hazard. A power strip with a switch works great for hitting the lights of the whole area at once. Very convenient.
Also, no candles in tents of any kind. Baaaaaaaaad idea.