The survival rule of 3's states that you can survive 3 weeks without food, 3 days without water, and only 3 hours without shelter. This is referring to worst-case scenarios and is open to interpretation. Obviously, in the middle of the desert during the dry season, water is going to shoot to the top of your priority list over shelter.
However, for the most part, shelter should be your first concern, especially if you expect foul weather or low temperatures. Even if it's just a little damp outside, that cool weather can suck the heat right out of your body and drain your energy reserves much more quickly than if you had the foresight to prepare a warm place to sleep.
In the depths of winter, shelter takes on a whole new meaning. You won't survive long without it, and freezing to death isn't a particularly pleasant way to go.
With that in mind, take a look at the lesson in winter shelter construction on the next page.