A sleeping bag is an excellent baby pyjama, which simplifies nighttime nappy changes and undressing and dressing. In English it is usually called "night gown" or "sleeping gown". There is another type of night garment which is usually called a sleeping bag ("sleep sack" or "sleeping bag" in English) - it is more like a type of blanket with braces and can be used together with this type of sleeping bag to avoid using a blanket in the cot.
Like a regular baby pajamas without legs. Together with socks if you want your feet to be extra warm. However, it is usually not needed in the temperatures we usually have in our Swedish bedrooms.