Thanks for your question on parenting and the behavior of your child.
Turning the head side to side is generally a normal function as the babies are responding to their environment, and learning to grow. They instinctively strive to become comfortable.
However, if this is a constant motion, then you will want to take your infant to a pediatrician to have her examined.
While she may be turning her head side to side because of heat, or the bedding materials, it is also possible that he may be having an ear infection or congestion in the ears.
It would be wise, that if she has no problem in the crib and is not suffering from too much heat, to take her to the pediatrician for a check up. Well baby clinics are commonly used for this purpose.