Your bedroom can smell weird for a variety of different reasons.
The cause of the room smelling weird depends on what the smell is smelling like.
However if you have poor ventilation in your room and don't air out your room often enough such as by opening windows on nice days the stagnant air can cause bacteria to buildup in your room along with humidity and cause a weird smell to your room.
Also dirty laundry that is not taken out of your room often enough can cause weird smells in your room.
I remember as a kid I had a weird funky smell in my room although my room was pretty clean and I would put my dirty clothes in a clothes hamper in my room that my mom would take out every morning and wash so they would not be sitting there.
I kept smelling something and it turns out that my dirty socks I had taken off and thought I had put in the clothes hamper had gotten underneath my bed and and was smelling.
So check for any possible dirty clothes that may have accidentally got laid around.
Musty smells can be caused by mold growth as well and dampness so make sure to keep your room dry and free of mold and air the room out when possible by opening windows.