Buy an electric blanket for super localized heating
Move to a better flat. My flat is so well insulated and sun side facing that I do not need heating even in winter.
It really depends on where you live : which country first, and how good is the heat proofing of your house/appartement ?
Buy battery packs for charging phones so you can stay connected during a local blackout.
1. Make sure to have a good sleeping bag that is suitable for colder temperatures.
2. Prepare for power outages. I believe in most countries there are official agencies providing advice for such a situation (e.g., in the case of Germany: Bundesamt für Bevölkerungsschutz und Katastrophenhilfe)
3. Maybe get a dehumidifier (for situations with reduced heating but still with electricity) in order to prevent mould with reduced temperature.
Invest in a portable generator to keep the heat and lights on in case of long power outages. Grab a few foot warmers too.
Stock up on paper books, candles and tin food. Buy several pairs of half-finger gloves and a good pair of walking boots.
Build up your cold resistance by taking showers with cold water.
Keep in mind that endless generations of Europeans brought you this far without the need of Russian oil and gas.
All suggestions welcome, including "nothing" if that's the right answer.