"I'm not weird. I'm just optimized."
This is a rare chance to learn some little-known rationality lore. Proceed cautiously, according to the instructions below.
Before you start, please remember -- never question a technique until you have mastered it. Your weak, human mind is certain to raise objections as you make progress on this path -- but this weakness will be overcome with time. Eventually, the technique will become your second nature, and you will hardly even remember what your life was like before.
Grab your most comfy blanket. Spread it out, using two hands to hold two of its corners.
Make sure that you are holding corners that are adjacent to a single long edge. That is, if you spread your arms, the blanket should be wider than it is tall.
If you don't own any comfy blankets, well, apparently this technique is not for you. But don't worry -- you might find some comfort in talking yourself into thinking that this "technique" is silly, and that you never wanted to know it anyway.
Now this is where things get confusing, and a lot of beginners tend to drop out -- so be careful! Know your limitations, and give yourself time to adjust to all the new ideas.
Move your left arm up and above your head, in such a way that the blanket becomes draped over your shoulders.
Note: if this step is executed correctly, your left hand should again be on your left side, holding the same corner as before. The blanket is now, however, fully behind you.
Pro tip: move the blanket asymetrically to the left, so that the part hanging over your right shoulder is only long enough to reach down to your belly area or so.
Congratulations on making it this far. However, don't become complacent just yet. The third step is even harder than the previous one.
I've seen so many aspiring rationalists who thought they could get it right on the first try... and boy were they wrong. Don't follow blindly in their footsteps. It might help to visualize the movements before each attempt, and to practice in a low stakes situation. When the time comes to apply the technique, there will be no room for mistakes!
Starting where you left off in step 2, you'll now need to bring both your hands together in front of you, and swap the corners. Afterwards, the left hand should be holding the part of the blanket that drapes over your right shoulder, and vice versa.
Additionally (this is important!) make sure that the left hand, holding its respective part of the blanket, goes over the other part.
At this point, you should be able to let the blanket slide from your left shoulder, and simultaneously move your right hand behind and around your back. Use your left elbow to pin down the part of the blanket that was in your right hand, so that the hand is free to move again.
I know all of this is pretty tricky, but without it you won't be able to complete the next step, and get all the amazing benefits of the technique. There is no way around it. No pain, no gain.
Move your right arm to the front again, and grab the part of the blanket that you have previously pinned with your left elbow. After this you should, again, be holding two corners of the blanket, which is now wrapped two times around your body.
If everything seems in order, you can finish the technique by tying the two corners together in a simple knot.
You are now perfectly blanket-wrapped, while maintaining nearly all the mobility of wearing everyday clothes. Both of your hands are free. You can walk, sit or lie down, without any risk of your blanket slipping, or letting the unpleasant cold air inside.
Isn't rationality amazing? I'm sure at the beginning, you didn't ever suspect you'd make it this far!
This is the end of the technique, but it's not the end of your journey.
No matter what, keep working on your rationality. Soon, you will find yourself inventing powerful rationality techniques (like this one) over the course of a single afternoon.
Don't listen to people who tell you that it's embarrassing to walk around in just your underwear and a blanket. They don't know anything about rationality.