Possibly one of the clearest comments about it comes from this piece written about the ice hotels:
When checking in to the cold accommodation, you'll get a key to your
own locker where you can store your clothes as you change to your
sleeping attire. If you're staying in a suite, you'll get access to
your own small changing room where you can leave your outdoor clothes.
When it's time to go to bed, you pick up a sleeping bag and sheets
from the reception desk in the warm building connected to the
ICEHOTEL. You can choose between single or double sleeping bags. For
a good night's sleep, we recommend sleeping in thermal underwear (such
as a long-johns and long-sleeved undershirt) and a hat. Preferably
Your luggage will be stored in a locked luggage room during your stay.
If you bring it to your room, it will freeze during the night.
You'll find warm bathrooms, showers and a sauna in the warm building
connected to the ICEHOTEL. If you need to use the bathroom during the
night, you'll have to get out of your sleeping bag and go the warm
building. So here's a tip; don't drink too much coffee before going to
The bed you'll sleep on is made of blocks of ice, a wooden base and a
mattress covered with reindeer skin. Instead of a door, you pull a
curtain in front of it. The snow walls are very sound isolating, so a
loudly snoring neighbour will not keep you awake.
Around 7.30 am, you will be awoken by one of our guides and served hot
lingonberry juice by the bed. In the warm building, you can enjoy a
warm morning sauna before going to ICEHOTEL Restaurant for breakfast.
So it would seem there are both warm and cold parts, and you will sleep in the cold part, but be adequately padded and protected.