I've been sleeping with a fan on since high school. If I don't, I start to think abt how I'm awake and I won't know I'm NOT awake until I wake up and oh, am I still awake... etc etc etc.
It has to be white noise, too, and not TV or music because if it's anything with words, then I start to focus on that and can't fall asleep.
I've trained everyone in the house to sleep with a fan on, too. DD has had a fan going in her room since the night she came home from the hospital, SS sleeps with a humidifier on, and I finally weaned DH off sleeping with the TV on.
P.S. I also have to sleep with NO SOCKS and one of my feet sticking out from under the sheets/covers.