The single best way to make your home consume less energy is to insulate it and make it airtight, before you even consider upgrading your heating system or replacing the windows.
As seen at the start, the first step will be to evaluate what state your home is in. To determine what level of insulation and airtightness it already has, and what would be the best way to go about upgrading it, you will need an energy assessment done.
In many cases, for an existing house, the assessment will make assumptions depending on the year the house was built and what type of construction it is. Your house may in fact be more energy efficient (old stone houses apparently perform better than previously thought) or indeed less energy efficient in practice than what the report says on paper (which might be the case if the insulation wasn’t installed very well at the time of building).