As with so many other decorating decisions, this one might really depend on what sort of natural light your bedroom gets. While everything always looks better drenched in sunlight, a room that gets little light may be better served by a medium- to high-saturation deep color than by white walls.
But it also comes down to basic preference, which may have to do with personal differences about how we sleep best.
Which do you prefer?
Images: 1 Black: Michael Graydon Photography via Decorpad, White: Blackford & Sons via AT Chicago; 2 Lonny; 3 via Apartment Therapy DC; 4 Apartment Therapy LA; 5 Apartment Therapy NY; 6 Design by Moises Esquenazi, photo by Reed Davis for House Beautiful; 7 Design by Tom Stringer, photo by Ngoc Minh Ngo for House Beautiful; 8 Dwell Studio Batavia Dove bedding; 9 Apartment Therapy DC; 10 Lonny.