If you spend a lot of time in your room I think it's a good place to keep her(? the name Luna sounds female to me), especially if the other rooms aren't bird-proof or are also lived in by other animals that might be dangerous to her, but you absolutely want to look into getting a bird-safe air filter and dust your room frequently.
I kept my lovebird in my room too and even though they aren't powder down birds like tiels she still put off a lot of dust. I have a small air filter and it was noticeably dusty when I cleaned it every other week, substantially less since she's passed which really solidified its importance in my mind - and that says nothing of all the dust my gaming PC pulled in that never made it to the filter.
If you can't get a fairly good air filter or there is another safe quiet space she could maybe have a sleep cage it might be something you consider. She can have her daytime cage in your room so she can spend lots of time and you could even stay up later than her without potentially keeping her awake.