Last night I turned out the light to go to sleep and I heard this sound like "he, he, he". If you make the sound, you have to do it as nasally as you can, and you get pretty close to what I heard. I turned on the light, and she stopped. It happened three more times because I wanted to see if she was sneezing, but every time I went to her cage she was fine. Is she sneezing?

sneezing is common for birds, their preening causes dander to get in their nostrils. sneezing is the only way to clean them out and is not a bad thing as long as no other cold symptoms are evident e.g. puffed feathers, closed or runny eyes etc.
ps: she could be mimicking a repetetive sound. As long as I am here, might I add.... To assure a healthy bird, every bird cage should have the following: pets question and answers,www.5d2d.com
Grit: for emulsifying food; they do not have a stomach so it is ground up with grit in the gizzard before passing thru the system. The gizzard is a muscular grinding organ of the digestive tract, below the crop and forming part of the stomach. The gizzard of birds is lined with a hardened horny layer of the protein keratin, preventing damage to the muscle layer during the grinding process. Wild birds swallow sharp grit which aids maceration of food in the gizzard.

Salt lick-prevents feather-picking.

Mineral block-obvious reasons.

Cuttlebone-for healthy bones/beak etc.

47 yrs breeding all types birds.

Sounds like sneezing. My Cockatiel used to do that before I switched rooms to a warmer one.

Turn up the heat a little, unlike you your bird cant put on a sweater to stay warm.

Make sure the bird is not near a window or a busy door.

Shes probably not sneezing as in having a cold. Cockatiels are good at copying things so maybe she copying something. Just to be on the safe side keep a close watch on her for the next few days or so.

Parrot Owner