Do you want to just take the chill off the air, or sit reading in a t-shirt? It's the smallest room in the house, so won't take much to heat it.
As a guess, assume the external wall is 5m2, insulated cavity wall U value 0.5 W/m2K, you want 20C when it's -2C outside. Heat loss=5x0.5x22 so 55W...