Leo
After Leo saw a monster on space heroes, he ended up with a nightmare.
So around midnight, he ran to your and splinter's room. And then he climbed your bed and snuggle between you and splinter.

Although you knew it was him cause you saw him watching space heroes and there was a monster.

Raph
He accidentally watched a scary movie and now he ended up getting really scared since he's like on 4 years old.
Around midnight, he got a nightmare of the movie. *Ps. That scary movie is ring so basically, don't u all dare watch it. I'm not watching it*
He got scared that the same dead girl will get him, so he ran yours and splinter's room, climbed on the bed and fell asleep next to Leo
You slowly open your eyes to see Raph. So you let him sleep there and you slowly fell asleep.

Donnie
Let's just say that Donnie was going through your phone and saw in an App Store a game call FNAF.

Being a smart 4 year old, he downloaded and decided to play it until he got jump scare.
Now he was laying down in bed trying to forget of the robots, but when he heard a noise, Donnie ran to your and splinter's room, crawls on the bed and fell asleep with you.
You knew that it was him and now Mikey might come or come not go to to your room.

Mikey
As being the youngest means that little Mikey always gets a nightmare or strange things.
One time he had a dream of him flying but when he woke up, little Mikey cried in his sleep cause he thought he's gonna die.

Right now, he's dreaming about a school full of magic but then a dragon cane and breath fire.
He woke up screaming.

You heard it and ran to his room, seeing him screaming and crying. You manage to calm him down and took him to your and splinter's room, laying him down as he slept.
You lay down and fell asleep for the next day

Sorry took too long to do this. Got sidetracked
See ya ninjas