R.J.
Footie PJ's, Sweats, stretchy pjs, a space heater... a blanket is easier then dressing for the weather, but only if it stays on.
If you'd like her to get used to a blanket, you'll probably wither have to wait for cold weather, or driving with the sun slanting through the window. AKA, putting a blanket on her in the car seat when you're driving. Cuddling up under a blanket, together on the couch/rocker/tent in the living room floor. If you get her used to the snugglies/sun protection/cold protection... she'll eventually want one in her bed, to snuggle and stay warm with.
Caveat:
Some people are hot sleepers. My son temps at 97.2 in the daytime and 99-101 at night. Regardless of airconditioning, blankets, little-naked-boy, what have you. I did the same thing as a kid. I remember countless extra kisses in the middle of the night (as my mu would tuck me in yet AGAIN), and then waking up sometime soon after drenched in sweat and kicking off the stupid blankets. (Ahem, these days I have a feather bed and two down comfoters, and I'm prepared for livin the next ice age in style.) Eventually it was just my feet that got hot. To this day I don't use a top sheet, and just wash the duvet once a week with the sheets, so I can poke my feet out.
When you say you "feel like she is cold", is it after touching little icicle limbs, or because you would be cold yourself? If you feel like she's cold and touch her feet, hands, and cheeks, and they're warm... she's not cold. She's turned her thermostat up. (Something we can all do with practice, actually.) If they're chill, she's cold. And that's easy enough. Toss a hat on, pull socks on, or add a thicker layer to her PJ's. The blanket will come in time.