Re blankets - try wearing a jumper or something to keep your top half warm. You do need to be mindful of keeping blankets and pillows away from your baby when she's so young
You can push you bed against the wall - but be mindful of any gap there taht she could fall into - or get a rail or some such to keep her in.
You could also push a cot up side-car style with one rail off, so she has her own sleeping space right next to you.
Most mothers with young babies will naturally form a protective C around them when they sleep together, this helps to keep them safe.

For layers - just think about what you need to feel comfortable at night and be guided by that.
My DH sleeps elsewhere as he doesn't like being woken up

For daytime - whatever suits you.
For changing to sleeping alone - it depends on you, really, but all children eventually get to the point where they are happy and able to sleep alone. It's just a matter of time.

Just note also, that bed sharing - as opposed to co-sleeping, which means sleeping near by, but not on the same bed surface - is not recommended if baby is formula fed, if either parent is a smoker, or if you are under the influence of alcohol or medication that may affect your ability to rouse from sleep.