Chicagoan here: If you’re not used to cold winters, here’s how to keep warm.
• Wear a stocking cap inside
• Make sure cracks around windows/doors are sealed. Use duct tape if you have to. It doesn't have to be pretty
• Use a heating pad
• Run your pjs through the dryer before you put them on before bed
• Keep your furnace temperature as low as you can stand it — it keeps the energy load low, so you don't tax the grid
• Drink hot beverages & eat soup
• Cover your feet
