When you're trying to fall asleep but there is too much noise in your head, I suppose :)

Actually, Redwall and other slightly-mature anthropomorphic stories are also surprisingly good for that.

But if I had to pick a time of year, then I'd say winter, under the blankets or by a fire.

Redwall mentioned!

Brian Jacques' other series Castaways of the Flying Dutchman is also very good.

Oh I forgot to say "as an audiobook" for the falling asleep to part