Steam radiators need their air vents cleaned regularly. These are usually located halfway down one side of each radiator unit.
If the air hole becomes blocked, it can compromise the efficiency of your heating system and, ultimately, have an effect on your energy bills. To clean them, simply use fine wire, paper clip or sewing needle to clear any debris from the small hole(s).
Note: some more modern steam radiators have adjustable valves fitted into the holes, so it may be obvious where your air vent is.
It's crucially important, when redecorating, to make sure that the vents do not get painted over. You should also make sure they're not covered by furniture or materials hanging on/over the radiator.