Steep learning fine, but this is madness!

After being frozen solid while trying to learn how to make clothes, I am about to have another go.
I have two questions though.
Some people have said that there is a building "north of the river" in which you can warm up. Where? I found a big building north of what seems to be a market, but I can't get in. Is this the wrong building, and if so, how do I find one I can enter, and how do I enter?
Second, in the few minutes I was playing, I was told I was going insane. From my reading, insanity is supposed to only start after 48 hours, and only if you do certain things. (None of which I have done). Is this WAI? Seems a bit tough, frozen to death, starving and insane, all in a few minutes. I think I managed to make a fireplace, but ran out of humours before I could do anything else.
I realise this game has a steep learning curve, which is one reason why I decided to play it. But this does seem a little extreme.
I have two questions though.
Some people have said that there is a building "north of the river" in which you can warm up. Where? I found a big building north of what seems to be a market, but I can't get in. Is this the wrong building, and if so, how do I find one I can enter, and how do I enter?
Second, in the few minutes I was playing, I was told I was going insane. From my reading, insanity is supposed to only start after 48 hours, and only if you do certain things. (None of which I have done). Is this WAI? Seems a bit tough, frozen to death, starving and insane, all in a few minutes. I think I managed to make a fireplace, but ran out of humours before I could do anything else.
I realise this game has a steep learning curve, which is one reason why I decided to play it. But this does seem a little extreme.