You have been given some great suggestions so I will just add that you can paint that vent to match the wall, which will make it look better. Also clear caulk the windows as suggested and you can use bubble wrap on windows in winter. just spray window with water and the bubble wrap will stick. It adds an air pocket , much like storm windows to protect from cold and still lets in light.

Painting the brown walls a very light beige will certainly brighten up the place. A lamp in every corner will help a lot also. You didn't mention what your budget was. If you have a tight budget, get a large carpet remnant to go over the current carpet [measure room before you shop]. If curtains are lined and made of a very tightly woven fabric that will keep the heat in. If renting, ask landlord what insulation walls have. Ask him/her for potential solutions to the cold problem. If you own, ask home center for help. See what the situation is with the ceiling as well. It's worth it to get the problem fixed so you're not always cold. The home center is there to help. Take full advantage of their assistance and ask all the questions you need to. Also ask if there are any discounts or rebates for energy improvements to the home. You may need to know how old the home is, and what the floor/wall/ceiling is made of. If own, ask city hall. Please do keep us up to date with your progress.

If you can, either remove the paneling on the walls or paint the upper sections a nice sage green color. I like the beadboard lower portion of your walls and the white will go nicely with the sage green. For your windows you'll need to purchase some clear caulk to seal up any leaks - it's not expensive and well worth your time in the money you'll save in your heating and A/C bills later. Then hang ceiling-to-floor curtains that are lined - that means that the curtain rod should be hung just a couple of inches from the ceiling (not at the top of the window and the curtains should just touch the floor AND the curtains should have a lining to keep the cold out in the winter and the heat out in the summer. As for your walls not being level, there isn't much you can do about that except that you can paint your ceiling to match the upper portion of your walls so that you can't tell that the walls aren't level - it's a trick I learned from a designer. Hope this helps!

Is this a rental or can you make any changes you want to the property? The vents are exposed because the A/C was added after the the property was built. If you own the property, that can be fixed by re-doing the ceiling (it appears to be a drop-down type ceiling anyway and moving the ductwork up into the ceiling and cutting vents into the existing ceiling panels. You'll probably need some help from a licensed A/C person, though.