I am not yet a parent because I’m still single, but I can speak from my own experience as a child. I would say you don’t really even need to mention the subject, but at the same time, you also don’t need to hide the fact that that’s how you sleep.
I’m now 30 and have slept in the nude regularly since I was about 12. Although I knew my father did (at least sometimes), I didn’t start because of his example. It was a conscious decision I made on my own as I began to mature and realized it didn’t really make sense (to me, anyway) to wear anything when alone in my own bed. It’s a comfort thing.
You didn’t say how old your children are or whether they’re male of female, but I do have just one caution. It’s a very real possiblity for it to turn into an occasion of sin for a teenager. Add typical teenage hormones with the very unique sensation of being naked in bed for the first time, and you can do the math. Maybe it would be different for girls, but I say this from experience as a man - for the first few years I slept nude, the feeling of the sheets rubbing against the more sensitive parts of my body would cause me to lose control of my urges quite easily due to the sheer novelty of it. Definitely by the time I was in my mid teens, though, the novelty had warn off and I was totally used to sleeping nude without being preoccupied with nudity every second, if that makes sense.
I would simply not say anything about the subject - if your children want to sleep in the nude, they’ll discover it naturally on their own.