Check for obvious issues that are (relatively) easily solved, too.
We had a very draughty window as it had been refitted with a new double glazed sash, but with a poor job of sealing it, so there was a lot of gaps between it and the wall. We have filled that gap up with sheep's wool as insulation and that's made a surprising difference. You could literally feel the breeze on your face before.
I also realised that our porch was directly below the bathroom, and there was absolutely no insulation between the two layers so effectively just a floor, plasterboard and rafters, and then straight out into the open air. The bathroom was freezing when we arrived here. We have now put significantly more insulation in the roof space (and that really is worth doing) and then lots of breathable insulation (like Rockwall, but in fact, a recycled plastic version) in the space between the floorboards and the porch, and the bathroom is now significantly warmer.
Another thing that makes a difference is tongue and groove on the walls. When we arrived, there was some downstairs, and that wall with markedly warmer than the wall above it without any. we have now put some in the bathroom, again with insulating Rockwall, type material in the batten gap, and again it has made a huge difference.
I am going to look into insulating internally, one of our walls as it is a huge north facing wall and impossible to keep the hallway warm… and goes up through the whole house. But I do need to look at breathable versions that will avoid damp.
The Haynes manual, the Victorian house is really useful – there is probably a similar one for your period