I camp a lot in the winter. If it’s lower than 20 degrees outside, bundle up before you go to bed. Sweat pants, socks, watch cap, long sleeves. Get wool blankets and/or a high quality sleeping bag. If the temps are higher, then some of these items can be taken off. This is worst case scenario.
Next, buy a Mr. Buddy heater, abt $80 at WM or TSC. Also, a 20 pound bottle of propane and a flex hose and an in line filter. This will provide you heat. Open your window an inch or so to provide the correct ventilation. You will read endless comments here abt not sleeping with the heater on, and not carrying the propane bottle inside your vehicle. This is a personal decision on your part. I have done it for eight years and have never had a problem. Make sure your bed covers cannot fall into the heater as you sleep.
Walmarts are my go to overnight place. I have stayed in 67 WM over the years in Michigan, Indiana and Ohio. They are doing us a favor; do not abuse it. Do not call ahead; do not go in an ask permission; do not make someone make a decision effecting your safety. Do not stay at WM with no overnight parking posted (NOP). Do not stay at WMs in big cities; they can be dangerous. The WM in Midland is quite nice; I’ve stayed there several times.
These are my opinions; I hope they help you. Be smart; develop situational awareness. Have a great time and enjoy yourself.