Lying in bed you notice that you get cold every time your brother open the door. this is most closely association with which step in scientific method

There are many different interpretations of the steps of the scientific method, but I'll be using the model from ThoughtCo, and you can look it up if you want.

According to ThoughtCo, in some variations the first step is observations. Not necessarily formal observations, but maybe recalling past experiences. Your question seems to fit this "observation" stage. Maybe you call it something different, or the variation you know has different steps.

If the "observation" step has no counterpart in your variation, there are some other steps that are similar that might be useful. The hypothesis step is sort of similar, in that you've noticed and formed a hypothesis that you might not have reason for believing it, but it is a hypothesis none the less. Other than that, the experiment step is the last one you could use, with something happening and you realising it, but that is a big stretch.

Hope that helps.