Warmth

blanket keep us warm by insulating the air that radiates from our bodies.cold air tries to carry your body heat away. Blankets form a barrier between your body and that cold air.

Normally our body heat would dissipate in the air, so when it's cold, our outer body cools down, because we are losing our body heat to the air near us. So when we cover us in a blanket,(it doesn't create any heat) we stop our body heat from escaping, and as it is trapped, and our body continues to produce heat, we feel warmer and warmer under the blanket. Overall, the blanket prevents convection of heat through the air by greatly slowing the movement of air. Thus, our body heat is trapped inside the blanket.

That is the reason why we feel warmer while a blanket wrapped around us.