Welcome to the forum. You’ll notice this is a pretty old thread. Nothing wrong with posting in one and reviving it, but you often get better responses if you start your own thread. This one seems a good fit for your question though. Posting a photo helped too. Helped a lot.
I don’t know where you are or what your coldest weather will be. I also don’t know how well protected that is from wind. I’ve seen chickens sleep in trees in weather below zero Fahrenheit and others I trust on this forum have reported them sleeping in trees in temperatures well below that. But they don’t sleep out in the open. They sleep in places where they are protected from the worst of the wind. Chickens can handle pure cold really well and they need good ventilation, but they don’t handle a cold wind well. It’s not just wind chill but they trap air in their feathers to get insulation. If a wind ruffles those feathers enough to let that trapped air escape they can get cold.
I don’t see ventilation in that coop. The easiest way to provide ventilation in a coop without having a wind blow on them is to have openings over their heads when they are on the roosts sleeping. That way any significant air movement is over their heads.
Chickens like to sleep about as high as they can get. Obviously the top of your coop is going to be higher than anything in it. I don’t know what the roost looks like inside but they need to be higher than anything you don’t want them to sleep on or in. That could be nests, feeders, or waterers.
Another potential problem with them sleeping out in the open is predators. It looks like they are in an enclosed run. If you lock them in there at night and you consider it predator proof then you are OK, but if a predator gets in there at night when they are roosting they can be pretty helpless. Runs are usually harder to predator proof than coops. If your winters are not too hard, that area is protected from wind, and it is predator proof, there is nothing wrong with them sleeping up there at night. But they don’t see well at night and the weather can change after dark. Don’t count on them being able to move to protection if the weather changes overnight.
I’d suggests some openings up high in that coop. It’s under a roof so you don’t have to worry about rain getting inside which makes it a lot easier. Then lock them in the coop at night. You can either put them in there before they go to bed or it can be easier to catch them if you wait until they roost and it is dark. They should catch on pretty quickly and start sleeping inside instead of on top. I’ve had some in a similar situation that get it after one night. I’ve had some that took over two weeks.
I don’t see any windows in the coop. You probably have one around the back or other side. But one potential problems is that there needs to be enough light in there for them to see to go to bed. If it is too dark inside for them to see to go to bed while it is still reasonably light outside, they can choose to sleep outside. An easy way to add light, provide ventilation, and keep it predator proof is to take out maybe 3” under that top overhang and cover that with hardware cloth.
I’m a firm believer that you are better off providing them as much space as you reasonably can. There are no magic numbers as to how much space they need. We keep them in so many different conditions that no one number can be right for all of us, but I find I have fewer behavioral problems to deal with, I have more flexibility to deal with problems that do come up, and I don’t have to work as hard if I provide extra space. But space is not defined by coop space alone. What is important is how much space overall they have when they need it. That can be in the coop alone, coop plus run, or somewhere else.
Your set-up and management techniques play a big part in that too. If you try to put more chickens in there, you will have to add an extra roost. If you have either food or water in there, try arranging it so they don’t poop in the food and water when they are roosting. Pretty hard to do. Practicality comes into play too.
Another important part of it is that the more chickens you have the less space you need per chicken. That’s point #10 in my post above. With only four chickens you need more space per chicken than if you have 20 chickens. That’s another reason a smaller coop really limits you.
Welcome to the adventure. We all have to start somewhere. I’ve made a lot of changes to my set-up as I go along and I grew up with chickens. Making changes is normal.