Feeling cold inside a warm house can be due to a few different things such as poor blood circulation, drafty windows or just a drafty house and even low humidity.
If the humidity is low in the house you will feel much cooler and by adding humidity to the dry air you'll feel much warmer.
Also check around windows and feel for drafts and look around doors as well because those can be a source for cool air to be leaking in and your heat escaping.
Another thing is is some people especially elderly people can have poor blood circulation which can result in a persons body not warming up correctly which in turn causes the person to feel much colder than another person.