Your coop will need ventilation. I live in Texas & it gets hotter than a fire cracker. I have 3 windows in one of my coops. They roost in the windows. I also built my coop under a big tree which also helps with the heat. Chickens like cold weather not hot weather.
It is basically not true. They do like to roost somewhere they feel safe, so somewhere that feels very "out in the open yet close to ground level" is less-preferred than somewhere that feels more enclosed and sheltering to them. But other than that, no.
If you do not have any sort of window in the coop except whatever ventilation you have (it SHOULD be a whole lot, except in cold winters when it can be less, but alas a lot of coops are in fact underventilated) then the main problem you will run into is that the chickens do not percieve the sun as having risen and now it's daytime until considerably AFTER actual sunrise. Thus the chickens wake up real late in the morning; and either go to bed early or in some cases refuse TO go bck into the coop to roost b/c it is now too pitch-black in there for them. This means that the chickens are experiencing a significantly shorter daylength than "real" daylength, and will decrease their laying during much of the year.
(On average, chickens need 12-14 hrs of day length in order to keep laying, although for 1st yr pullets and commercial layers daylength doesn't always matter so much. If a chicken percieves there to be less than 12-14 hrs per day of light, laying decreases radically or ceases. This can be unavoidable in many parts of the world right around the winter solstice (for instance, where I live there is only about 7-8 hrs between sunrise and sunset on the shortest day of the year) but if you are artificially shortening their days by keeping them in a poorly-windowed coop it can affect them for much or *most* of the year.
Plus which, there is no reason NOT to have windows, although in very hot climates you may wish to put them on the N or N and E sides of the building rather than the sunnier sides. Frankly in very hot climates you generally want a coop that has one or more sides all-mesh ANYhow, which serves as a window even tho it has no glass
Pat covered the length of chicken day (I had not considered that. You often learn things from Pat) and them going back into the coop at night problems if it is too dark inside. If it is still fairly light outside but real dark in the coop, they don't go to bed early enough top be able to see the roosts, so they sometimes don't want to go in the coop at all. That leaves them vulnerable to predators.
I'll add that if you are working in there, it is nice to be able to see yourself. I have times I do not want the door open when I am working in there.
A lot depends on the type of window you are putting in. You can use any kind of window you happen to have around, can find on places like Craigslist or Freecycle, or find at the store. There are also plenty of ways to make your own. Just get a sheet of plexiglass and frame that into your wall. Instant window for light, but you cannot open it.
Some of my general tips:
Window screen will not stop a predator. With their claws and teeth, they will rip through it like it was not there. After time, that screen can collect a lot of grime and dust so it might not let that much air flow through. You can install that screen if you wish, but I recommend covering any opening with hardware cloth, if you have a type that you can open for ventilation.
When you frame it in, try to not create a ledge the chickens can perch on or roost on, even when it is open. They don't need much. Otherwise you have them leaving poo deposits up there and on the wall.
Don't create places on the outside where water can set or leak in. Wet wood rots. If you have a sill on the outside, make sure it slopes so the water will run off. Caulk all around it. I bevelled the top of the top trim piece so water would run off that after I caulked. It does not take much, either a table saw or by sanding.
Sometimes you cannot do much about this one, depending on your circumstances. Try to avoid positioning the window where a passing vehicle will shine its lights through the window, especially if you have a rooster you don't want to hear at night. Hens rest better too if automobile lights are not disturbing them.
Consider where your night lights are, such as street lights or security lights. Try to avoid having a lot of bright light shining into the coop at night. They do not need absolute pitch black, and sometimes with a full moon they will get some light, but they really need to know it is time to sleep. Part of that is that they need some downtime to recharge their batteries and part is that some will enforce pecking order rights on the roost if there is too much light. At least mine do if I turn the coop lights on for very long after they have gone to bed.
How much light do you need? If you can read a newspaper in there, you have plenty. In my opinion, they do not need a bright, cheerful, glaring, blinding, shiny light. Especially if they are confined in there, I think they will be calmer and less likely to have unacceptable behavior if it is a soothing amount of light instead of a bright light. That is just my opinion. Some others on this forum feel differently.
Which wall do you put the windows in? Depends on where you live and your circumstances. If you live where it gets hot, try to avoid making it a greenhouse in the summer. On the other hand, a window that lets in heat in the afternoon may help warm a coop to start out the night a little warmer. I put mine on the north wall, not because of any well thought out reasoning about greenhouse effect or night lights, but because I built mine in the end of a shed and that is the only outside wall that I actually built. In other words, don't overthink it or obsess over it. Just do the best you can.
Not sure these are the types of tips you were looking for. Good luck!