Not all sheds are suitable to be insulated. If you have a small plastic or metal shed then their initial construction does not really suit the process that I am about to discuss. If you have a shed like this you would be better off changing the shed for a more robust type of shed that can more easily accept the additional insulating materials. But if you have a fairly standard type of timber shed, using a minimum of 3x2 timbers there is a fair amount that you can do to help it retain the heat better in the colder months.