I was always taught that to sleep well at night in cold weather you had to strip off everything that you wore during the day (then find a Norwegian Princess) and put on dry clothing (that should keep you hot). The sweat that finds its way into your clothes during the day makes it colder if you leave even a slightly damp shirt on. I've been laughed at on a few occasions in cold weather as I pranced around naked in 1/2" cold weather - only to have a loyal following the next night.
A few hot rocks from around a camp fire, wrapped in newspaper can make life a lot more bearable.
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