Who, me? Initially all I had was an insufficient sleeping bag, and lay curled up under trees.
The silly single man tent I started out with was so utterly useless, soaking me with condensation, that I emptied a magazine of .22 LR into it, in a fit of pique. I actually got less wet in the rain without it, than with it.
Later, I started making primitive shelters, and later still, used abandoned cabins I came across.
I nearly froze a few times.