1. To block out the light, because many cats like to sunbathe and sleep, but the light under the sun is too strong and will make them uncomfortable, so they cover their eyes.
2. To protect their face, some cats are very alert and will cover their faces to protect themselves from being attacked while they are sleeping. 
3. Feeling safe: Cats are more likely to feel insecure in unfamiliar environments. When they sleep, covering their heads with their paws will make them feel safer.
4. To maintain body temperature: When it's cold in winter, cats will try to curl up into a ball to reduce heat loss. This may also be the reason why they cover their faces with their paws while sleeping.
