Apparently I can not state often enough how important it is to wear DRY clothing inside your sleeping bag.
Okay, I am sure most campers have the good sense not to go into their sleeping bag with dripping wet clothes. What I am talking about is the clothing you have worn all day. It may feel dry. Chances are it is still damp from sweat. While this won't be a problem at all during balmy summer nights, when winter camping this can cause a very unfomfortable loss of body heat.
Put on dry clothes before you go to bed. In particulare underwear and socks. At the very least dry SOCKS.
Even though it may be awkward to completly undress - in the cold and considering the usual confinment of a tent or shelter - but putting on fresh clothes will help you getting warmer faster, inside your sleeping bag.
Don't be tempted to go into your sleeping bag with the clothes you wore during the day. They may still be damp from sweat. If there is moisture in your clothing the process of drying will draw warmth from your body. During a hot summer day you might find this cooling effect very pleasant, but you don't want that when lying in a cold, cold sleeping bag and trying to shiver yourself warm.
If nothing else, at least change into a fresh pair of socks. As explained in the previous blog article (Winter Camping Tip 2:....), the feet are the extremities furthest away from the body core and usually the first to suffer from cold. Put on dry socks before going to sleep. Stuff the socks you've worn all day down into your sleeping bag and the heat your body gives off during the night will dry them.
Pro Tip: Keep a pair of socks you want to wear the next night inside your sleeping bag when you pack it up in the morning. Thus you have them already handy when you crawl in your bag the next night.