People assume a cosy room is a matter of shopping — throws, cushions, candles, the whole catalogue. I'd argue the opposite. Nearly everything that makes a room feel warm is something you can change this afternoon with what you already own, and most of it isn't an object at all.
Light, and where it sits
Light does most of the work. The rule I'd give anyone: get it low and get it in more than one place. Two or three small pools of light at table height feel entirely different from one bright source overhead, even with the same bulbs. If a room feels cold to you and you can't say why, this is almost always it. Move a lamp off a shelf and onto a side table and see what happens.
Texture, meaning contrast
A room feels warm when there's something soft against something hard. Wool on wood. A rough blanket over a smooth chair. You don't need new textiles for this — you need to move the ones you have out of the cupboard and into the room. Half of a cosy house is just fabric that's been allowed out.
Scent and sound, the two we forget
Scent is the fastest route to feeling settled and the one people leave until last. It doesn't have to be a candle; an onion softening in butter will do more for a house at five o'clock than anything you can buy. And sound matters more than we admit — not music necessarily, but the absence of the hum we've stopped noticing. Turn off whatever is running in the next room and listen to what's left.
Do all four of these and you'll have changed the feel of a room in under twenty minutes without spending anything. I say this as somebody who sells lovely things: the shopping is the least of it, and it works better on a room that's already been set up properly.