To stay warm in a cold room, bundle up with layers of clothing and accessories like gloves, hats, and blankets. Utilize heating devices such as space heaters or electric blankets to create a cozy environment. Prevent heat loss by insulating your space with curtains, draft stoppers, and weatherstripping. Engage in physical activity to raise body temperature and stay warm. Sip on hot beverages and consume warm foods to boost circulation and provide internal warmth.