Choose the right size of bag
...and a comfort temperature adapted to your use. If your sleeping bag is too big the pockets of cold air produced inside can actually cause a feeling of coldness.
Conversely, if your bag is too small, it may not cover you up enough or you may be too tight inside it and end up being cold. And if the heat of the bag is not adapted to the environment in which you will use it, you risk being automatically cold.