There are some very good articles describing what a Cozy Mystery is, but I have my own opinion of what I look for in a Cozy Mystery Series.
To start with, I would describe a Cozy Mystery as "safe".
You can pretty much know you aren't going to have a lot of graphic description of the murder scene in a Cozy Mystery. The victim is going to be shot, stabbed, strangled, etc...but you aren't going to have to read any graphic gory details of the crime.
Another word I would use to describe a Cozy Mystery is "familiar".
As you read the first book in a Cozy Mystery Series, the characters become your "friends". Their likes/dislikes, their personalities, their friends/relationships and their surroundings become familiar to you. And the great thing is they stay exactly the same in each Cozy after that. They may go on trips at some point in one of the Cozies or even get married, but everything else stays the same. So you can be pretty certain when you pick up the next Cozy in the series, it will be like going next door and catching up on what's been going on in your friend's life.
In most Cozy Mysteries, there's usually a long-time love interest.
In a lot of the Cozy Mystery Series, the love-interest is a professional crime-solver and they usually are instrumental in helping the main character figure out some of the clues. Sometimes the main character ends up marrying the love interest somewhere in the 4th or 5th Cozy of the series. And sometimes they don't marry; just keeping the relationship as a secondary theme throughout the whole Cozy series. Regardless of whether they marry or not, the sexual implications are there, but the details are kept private. Afterall, these are mysteries, not romance novels.
Last, but not least, I would describe a Cozy Mystery as "fun".
There are a lot of seriously funny parts in most Cozy Mysteries, mostly because the main character isn't a professional crime-solver; just one of those overly curious people who happen to be in the wrong place at the wrong time and can't walk away from a good Mystery without trying to figure it out. (Of course, they also seem to have people dropping dead on their living room floors or from eating something they prepared for a catering gig!) Regardless of how they end up involved in the Mystery, the results can be LOL funny as they stumble through the evidence and suspects, trying to find the murderer!
If you want to read a good Mystery before you go to sleep at night and DON'T want to feel the need to get up and put five more bolts on your doors or bars on your windows...check out all of the Cozy Mysteries listed here at Mystery - Cozy . com.
The only thing you'll have to fear is not being able to put them down so you can go to sleep!