We did that a few years ago for when we cold weather camp. We purchased 2 thermal curtains and it does make a huge difference. In the winter, the cab is considerably colder than the motorhome. In the summer, the cab is considerably warmer than the motorhome.
We bought the $10 thermal curtains from Walmart. They sell $20 thermal curtains that are supposed to be even better. I used paracord to hang the curtains, that way there is no gap between the cab over bed and the curtain for hot/cold air to escape. As long as no one yanks on the curtains, the paracord works very well as a curtain rod and the curtains can be easily opened to access something in the cab.
-Michael