well if she is cold then she may be curling up sleeping b/c it keeps her warm. When she is running around that will keep her warm but when she calms down she may get cold again and prefer to curl up in a warm bed...just like humans!
When its cold outside we like to run around some but we prefer to curl up in our snug jammies and keep warm watching movies or reading a book or snoozing or just whatever. I wouldnt think you have anything to worry about! As long as she still acts ok...and seems like her normal self and doesnt act sick then you should be fine!
Just go curl up and take a nap with her!!