Hi Donna
To start I would put a breaker box in the room. And put a electric base board heater in there .The small ones from Walmart will not heat a room . How big is the room any how ?
But the first thing you have to look at is if the main panel has room for you to ad another line and and do you have the amps on the panel. If not then you are looking at some money.
Up here older homes have 60 amp so it,s not very much.
You probly should have at lest 100 amp. Just look at your panel and it will tell you if it is 60 or 100 amp.
Ad up all the things you want to run with hydro like the lights A/C heater and that will give you a idea of how many amps you will need .
Are you going to hang the line from the house or bury it?
Good luck
Tom