Thinsulate is a spun polyester fabric manufactured by 3M. It adds warmth to a coat without adding a lot of bulk. I used Thinsulate recently to add an interlining when sewing the Clare Coat for my daughter. She wanted a warm winter coat to handle the blowing winds of New York City, and an interlining, particularly one made out of thinsulate, is a great way to provide that added warmth.
With wrong sides together, (the fuzzy side of the thinsulate is the wrong side), sew the thinsulate to the lining just inside of the seam allowance along the shoulders and down the sides. (See the step below before stitching if there is a dart). It is important to then trim the thinsulate right next to the stitching to reduce bulk in the seam. The thinsulate doesn't ravel, so it should be trimmed as close as possible.
There should only be one layer of thinsulate throughout the coat. Any areas of overlap need to be trimmed. Cut out any darts.
Trim thinsulate from the coat back where the lining is folded to provide ease of movement. Once trimmed, stitch the thinsulate to the lining along the center back.
I hope you try sewing a Winter Coat. For more help with sewing a coat, check out the companion blog post and video: Lessons Learned Sewing a Winter Coat.