You will want to be able to keep your curtain tight against the wall. Later I'll talk about simple ways of sealing the curtain. You want to be able to easily raise your curtain, or push it to the side. If you don't expend a little extra energy up front by making an easy way of letting light into your room in the morning, you'll get lazy and start leaving the curtain down all day. That will lead to a dark and moldy room, which is just as bad as a cold room in my opinion.
Aesthetics make a difference.
Try to resist the tug of convenience and spend extra time finding materials that you like, hemming the edges so they look neat, etc. And if you're a true believing in the environmental movement, remember that your curtain will be a teaching tool for all your friends. Things fall apart. Curtains, both standard and thermal, don't generally last more than ten years. Plan to take a look at your curtain every couple of years to make sure it's still holding up.