If you can, move your favorite chair away from any windows. Even a few feet will help. If you have severe drafts you can insulate the inside of the window. The simplest, but least stylish, method is to take plastic sheeting and tape it over the window opening. Run the tape all along the outer edge to seal the cold air out of the room.
Some people even fill the opening with styrofoam popcorn to act as insulation.
Go to your local home center and look for insulation. You'll find 4 x 8 foot sheets of styrofoam insulation in various thicknesses. The stuff with the foil coating is best. Cut it to a size just larger than your window. An eighth or quarter of an inch too big will do.