A big temptation among new campers is to dive into your bag with some of your day clothes still on - the insulation value of keeping a fresh outfit just for sleeping is immense.
If you have a small fire, put a saucer sized rock in it; when you retire, (after a short brisk stomp around to get circulation going), you can wrap the stone in a dirty t-shirt and put it in the bottom of your bag. It'll keep your feet warm for ages !