Step 1: get a thermometer. What feels 'cold' may not actually be that cold...
Step 2: buy some warm pyjamas
Step 3: be glad your little old swiss neighbour living in a 5 room apartment all by herself, leaving the windows open because she is a chain smoker, with the heating on full, is not contributing to your heating costs...
The 'optimal' room temperature should be about 20 degrees for sleeping and 22 for daytime. You should not feel 'warm' but you should be comfortable with one or two layers of clothing...
On the other hand, do you know how to adjust your heating ? There are little dials in the wall, or on each heater - do you have underfloor or wall heating ?