If the wall is built of stone, then it certainly is possible to put an internal window into it, however if it is a load bearing wall then it needs to be supported with acro-jacks or similar before starting?
To do this properly, stone windows have to have specialist tooled stone surrounding the window ideally, however cheaper cement varieties exist.
So that needs to be ordered in to size beforehand, you will need lintels, quoins and a cill, with recess for a window frame to fit.
Stonemason will then build up the stone window frame using lime mortar and then a joiner will have to come in & fit the wood frame to which the window then gets attached, and then the stonemason comes back and bonds stone & wood together using trowel mastic or similar.

Stonemason or bricklayer. Don't ask any other trade. A stone mason would be best as sometimes stone can be tricky to predict. Making a small whole can sometimes turn into a much bigger job. You need an experienced man to redo revails and put in appropriate heads ect...

That answer it good until you get to the bit about trowel mastic the frame should be made to fit tightly in the opening the screwed in place pointed on the face and then lime grout worked into any voids between the stone and frame also avoid cement / concrete lintels quoins and Cills invest a bit of time in matching the stone then it should look like it grew there stone mason or good bricklayer will do this

A stonemason. And your work required would depend on whether this is an internal work or external to your bedroom. For example, in some stone cottages, I have installed feature windows in between rooms internally. And in stone houses where there is a feature wall where glass panels are inserted over stairways to allow light into these rooms.

Externally would require careful matching of the stonework (if not rendered) so as to blend the window into the existing stonework. I suggest props as in many properties built with stone and then rendered you can sometimes come across walls that are made from secondary grade stone which may be poor. This would allow for a lintel fitment for strength. I would advise this too even on internal stone walls.
One final thing in terms of aesthetics, have you considered making more of a feature of this by using a decorative cill or projecting stone lintel?

Depending on your area and age of property, I would use a lime mortar if external to tie in with the existing character of the build.