The first thing to do is to add layers. Layers of clothing, or layers of bedding. Either, or both, it's your choice. The more layers you have, the better insulated you are, the less heat is lost, and, therefore, the warmer you stay. Put thermals on, or put thermals under your pajamas. Add a sweater on top of your t-shirt. Wear socks or a warm hat to bed, if you can stand it. Add a blanket or two to your bed, and if one part of your body gets colder than the rest (your feet, or your behind, for example) put an extra blanket covering just that portion of your body. That way your whole person doesn't overheat, but that particular body part will stay warm.
If you have a space heater, set it up in your bedroom at night and keep the door closed. You can also set it up in a room where you will be spending a lot of time, such as your computer room or living room. Be sure to adhere to all safety precautions when using space heaters, as they can pose a danger if left unattended.
Keep your bathroom door closed while bathing. That way the heat from the shower or bath will remain in the room, and you won't have to exit to a freezer when you are clean and rinsed. When you are finished, leave the bathroom door open so that the heat can escape into the rest of the house. You could also bring your space heater in the bathroom while you bathe, if you are really concerned about the cold.
The next one may be a bit hard to take, but bear with me! DO YOUR CHORES! Wash dishes, wash laundry, cook dinner, do some baking. I know what you must be thinking, "Those heat sources are somewhat insignificant, how will they help raise the temperature in my home?" And, besides using your stove or oven, they may not, especially if your home is large. (You can find some recipes for baked goods here: How to Stay Warm in Winter: Baking!) If you wash dishes or laundry, the hot water heater will kick in and offer a little heat, the drying cycle on the dishwasher will offer some heat, the clothes dryer will offer some heat, but none are too terribly significant. The biggest source of heat here might be from your own body. If you are constantly moving, your body is going to generate a lot of heat. So, if you sit down to Facebook, play video games, or surf the web, bear in mind that doing your chores will keep you warmer.