I grew up in the midwest where it's not as hot but just as humid and A/C was a luxury. I never slept with any covers as a kid and a fan in the room sure felt like it was doing nothing.
Living in the north, the two nights when I get the worst sleep are: The first night in the spring when we open the windows, and the first night in the fall when we close them. Likewise, my first night on any camping trip, and the first night back at home. It takes at least one night for my brain to settle on a new noise / silence pattern.