Go to your stash and dig down deep. Somewhere in there is an old ball of acrylic yarn that you bought back in the day for something and only used a few inches of it and it's just been sitting, all sad and unused.
Take it out and knit a scarf or a hat.
Donate it to a church that has a soup kitchen or something like that. They'll hand them out to the people who need them.
If you need convincing or can brush aside a request like that, try standing outside for twenty minutes or so without a decient coat.
Remember, just because you have someplace warm to go at night doesn't mean everyone does.