My cat Carpet, has just recently taken to sleeping under the covers. I don't know how she breathes under there, but she seems to. Here lately, I sit with a blanket over my lap and now she will crawl under the blanket and get cozy. It's funny, watching her sleep under the cover reminds me of a story.
We got her mother as a kitten. She liked sleeping under the covers too. One night soon after she first came to live with us, she crawled up under my blanket and liked to have scared me to death. That poor kitten. I was sleeping, when I felt something crawling up my leg and you can just imagine my reaction. I started kicking and jumped out of that bed so fast, the poor thing didn't know what to think. Well eventually, we both recovered. I would take her and put her in bed with me, near my head and she would crawl under the cover.