I think Raphael has a giant teddy he snuggles up to at night to help sleep.

Sometimes he'll just use it as a pillow, sometimes he'll just hug it.

He probably names his teddies after a character from a franchise he likes, maybe like Freddy or Baloo.

He most likely is a corner bed kind of guy and keeps his giant fluffy friend in the corner to make sure it doesn't fall off when he's asleep.

He gives the majority of his plushies and figurines He/Him pronouns.

(I originally wrote this before I actually watched the show, same with all of the ones before this and the few coming after this, so the bed placement thing probably isn't canon but this is my delusion, I can out what I want in it.)