If you have found yourself in a survival situation, you will probably be equipped to deal with nature on some levels. If you have a knife and some way to start a fire, nature will provide the remainder of your needs. The two main elements required for survival in the cold are ways to stay warm and ways to stay dry. One way to sleep warm is to make a hot-rock bed.
First, use your knife to dig out what might appear to some people to be very shallow grave. The necessary depth will vary depending on what you have available to put into the hole. This is something that you can experiment with, but keep in mind that if it is too deep, you will get cold, and if it is too shallow, you will get hot. After the hole is dug and cleaned out, you should have a spot about six feet long by two feet wide by four inches deep.
Now build a small fire near the center of the hollowed out earth, and when it is burning good, add fuel to the fire until it has spread over the entire space. When this larger fire is burning good, gather rocks and carefully add them to the flames. I say carefully because certain kinds of rocks will explode when heated. Now that you have numerous small rocks in the hollowed out space, add more fuel to the fire and sit back.
After waiting for the fire to burn down to a bed of coals and hot rocks, cover everything with the dirt that you had removed earlier. Wait for a short time allowing the dirt to warm up, then lie down on your hot-rock bed to sleep warm.
You finally accept the fact that you are lost and decide that the best idea is for you to stay in one spot until help arrives. You also realize that it will be a few days before anyone will start looking for you and the clouds are predicting rain. You need a shelter.
Look around. If there are evergreen trees nearby, you're in luck. First, cut two forked sticks about three and one half feet long, and one straight stick about six and one half feet long. Force the two forked sticks six inches into the ground with the forks up about six feet apart. Place the straight stick into the forks so that you have what appears to be a half square.
Now comes the fun part. You need limbs from the evergreens. Don't climb unless you find it absolutely necessary. Think risk. Cut branches that have a lot of green on them about three and one half feet long. Your expertise at construction will determine in part how many of these branches you'll need. When you think you have enough, place them point down with the cut ends up, the full length of the six-foot stick. Overlapping the branches tightly will help with making it more rain-resistant. Do the same to both sides, so that when finished, you have an A shaped structure similar to a tent only with more slant on the outside walls. Look inside. If you can see light through the walls, fix it. If light can get in so can rain. Now you can close one end using the same method and secure all of the cut ends with string if you have it and vines if you don't. For a finishing touch, you can anchor the branch points by placing a heavy dead limb on the ground against them. Remember body heat…the smaller, the better.
These are only two of the many survival techniques that you might want to practice before you really need them.