In my experience its the exposed head and hands that get cold. I like a cold room to sleep in so I just keep loading up on blankets until I'm warm. I do though use a layered system, with some old knit Afghan blankets that I put on top of the sheets first. Their very open weave makes for a great air capture. Then a more tightly woven top cover on top of them and if really cold, then a heavy sleeping bag, though that's usually just on the feet. I find I don't mind a cold body at first, but cold feet really makes me uncomfortable and keeps me from falling asleep. Used to be we would wear bed caps to keep the top of our head warm. I have slept in a hoodie before and just raised the hood.
Surprised no one has mentioned canopy beds.
A traditional canopy bed has a lot of wasted space to try and heat. Something I wanted to try was a sort of bed pup tent. Take a large sheet and tack the middle third on one end of it about 2-3 feet up the wall at the head of the bed, at the center of the mattress. Then drape the sheet down the bed. Maybe put a heavier blanket on the foot end over it to keep it in place. You would take the sides and drape them onto the center to enter, then pull them down and onto the bed when ready to sleep (Wish I drew better). The idea would be to create a smaller enclosed area above your exposed head and let your body warm the air.
Haven't tried it yet but might if it starts getting really cold here in St Louis. Today it was over 65.
