In its simplest form, a shelter is nothing more than a shell that traps a pocket of dead air warmed solely by body heat. In tree belts, such shelters are constructed of decomposing leaf litter and other organic debris; in barren, polar regions, they are madeof snow.
Heap up a big mound of duff and detritus from the forest floor, then excavate a pocket that is large enough to crawl into. After getting inside, partially block the doorway to minimize air circulation. If it isn't cramped and dirty, you've made the air space too big for your body to heat it sufficiently.
Photo by Steve Sanford