For some general reading, may I suggest Life in a Medieval Castle by Joseph Gies might give you an insight into it. It deals primarily with castles in the UK.

I think someone from the UK, might have been Dave, said that castles could be quite cool even in the summer.

To make themselves "cozy", the folks would dress for the occasion. Most likely layered clothing, mostly wool.

Others will have to answer this one. It is not an area that I research.

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If you're wondering about knitted foot/leg coverings, we have evidence of Early Danish naalbind socks, and Elizabethan stockings. In the interval it seems that leg coverings for both men and women were made of bias-cut woven wool.

There's a Ciba article about knitting and another about stockings, both of which give a fairly thorough overview of the topic. Alternatively Shire Books has a volume on framework knitting available- http://www.shirebooks.co.uk/Textile/textile-bl.htm#frakni

In other cases, Chepstow is an example, there is evidence of a form of forced hot air through vents in the wall to the main rooms, though not to all locations in the castle, as I understand it.

By the early 14thc some castles were becoming crown prisons like the works at York. Manor houses were the norm and Bodium was built on a license to crenelate, which normally means fortify a manor, not scratch build a castle. However there is a marked difference in how it was laid out as apposed to the hall castles of centuries past.

The castle most people think of was intended to house alot of people safely. Body heat in an enclosed space accounts for alot which could be why some windows were only shuttered. Most rooms that began to be set aside for personal living in the 13thc are fitted with fireplaces. This arrangement is similar to an 18thc settler's stone or log house. And by personal living, I mean the entire family (owner) would be present.

While in Great Britain, I visited many castles. The most upsetting was Knaresborough Castle, only because of what the attendant was instructed to tell visitors. She told me that the castle was very cold and damp, to the point that water would run down the stairs like a water fall when it rained! I took a quick look and was forced to point out that the roof and most of the upper floor had gone completely, leaving the stairs open to the weather, not to mention there was no fire and we were the only two in the room...

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