As long as you don't raise the temperature or plan to stay in the room more than before, it doesn't seem to be a problem to slap up, for example, plasterboard against wooden studs. But if the idea is to increase living comfort by raising the temperature and people will be here more, the risk of moisture formation naturally increases, so you need to think about that a bit. It might be worth reviewing the ventilation as well; negative pressure is preferable to reduce the risk of moisture. It's usually not much of a problem with negative pressure in basements, at least not where it is open to the rest of the house.