"well" usually functions as discourse maker. There is no need to translate "well" into Chinese in most cases, but you can translate it into characters like"嗯" or else wich mostly depends on the context. My translation here is "我要睡觉了". I find some answers given by other netizens in their comments a little bit unnatural and too formal which are used in written Chinese or not used at all. I am a English major in the university and interested in language learning and translation which means that I pay more attention to how to speak naturally like a native speaker. You can contact me, if you encounter any difficulties in Mandarin learning or you want to do language exchange with me.

我想我该睡了。

睡觉的时间到了。 Hi， i can teach u Chinese for free if you like.

《》是书名号。你这里应该用引号“”“

In Englisn, you say "well" to indicate that you are about to say something. but in Chinese, you needn't to translate it. back to your sentence, you can say, " 我要去睡觉了。” or “我该去睡觉了。”“ 睡觉的时间到了。" etc.