Could you say odamın içinde?
Yes, it's correct.
just to add, it is quite unusual
Wouldn't that translate into "inside my room"?
Yep, pretty much. It sounds a little weird in both languages.
Is 'odamda bütün gün oturdum' correct or this order of words strongly changes meaning of the sentence?
It doesn't strongly change the meaning, but it stresses "all day" a little more. It is a fine translation though and was missing. I added it :)
Oh, thank you :)
Why is bütün günü wrong?
There is no reason to add the accusative or the possessive suffix on "gün." It is not a noun compound :)