So if I said, "Man its so cold now, I think we need to huddle for warmth" while on the bed watching movies, that would work? lol
No, that would forget everything up, here's what you need to do;
Look at her a for a second, if she notices and says "what" just be like "you look a little chilly" if she doesn't notice, say "i'm a little chilly, want a blanket?"
If she says yes to either of them, bring a small blanket, yes, a small one. Put the blanket over her and then over yourself too. Why the small blanket? It'd require you guys to get closer.
As the movie progresses, simply put your arm around her/under her neck if you're laying on a bed and if she looks at you just keep on watching the movie and do a Pokerface.png and keep on watching the movie. If you feel she's uncomfortable simply by her body language, then move away, you don't want to forget anything up by moving too quickly.