The manufacture recommends leaving the electric space heater off and unplugged when asleep.
But I sleep with an electric space heater on all night when it gets really cold and my central heat doesn't keep up.
As long as you have the space heater plugged into a good electrical outlet that isn't loose or overloaded and the space heater plug fits snugly into the outlet and you don't use any extension cords and keep the space heater away from anything flammable then you should be fine to sleep with the space heater on.
Keep combustibles 3 feet or more away from all sides of the space heater and never put clothes or anything flammable on top of the space heater.