First, Try to find a spot that already has covering. A cave, outcropping of rocks or large trees can make a good starter to your shelter. Remember when looking be sure to keep dry if you have some cover you are better to wait till the rain has stopped or slowed down rather than risk getting soaked. It's a lot harder to warm your body if your clothes are all wet.
Once you have a good location try to have a way to keep your bed off the ground. By not being on the ground you help to protect yourself from insects, spiders snakes and any other pest that could make your survival much harder. Not only does keeping your bed elevated help you to not be a snack for any bugs it also helps to keep you warm. When laying directly on the group, the ground will act like a heat sink pulling all your body heat away from you. Even in a hot climate, you can still develop hypothermia at night when the temperature drastically drops.
The next thing to consider is the size of your shelter. You don't want your shelter to be too large. You should have just enough room to keep yourself and what supplies you do have covered. By building your shelter too large you will have to work even harder to heat it and the more you have to work the more resources you use.
These are just some basic points to help you create a shelter if you ever needed to. By finding a good spot to create your shelter that you are sure will keep you protected along with keeping your bed off the ground and being sure you are not using too many resources in maintaining or building your shelter your chances of surviving untill you get help go way up.