Post with your character! They're now stuck in a very cold place of your choice. It can be anything, such as a freezing chamber, a cavern or a small cabin in the midst of a blizzard. The choice is up to you.
Comment around! Now your character has some company in this bone-chilling environment. The two of them share two things in common: clothes completely unfitting for this weather (be they summer clothes or even lingerie) and a blanket.
A blanket? Yes, just one warm blanket and no other ways to escape the cold. The two of them will have to share it in order to stay alive in this weather. Don't worry, you're sure to find a common language in this terrible situation!
So, uh, have fun, I suppose. Try to not freeze to death!
Protip: friction and body heat are both excellent ways to fend off cold.