Ventilation is important. Especially in winter. They will be fine in 3 deg. weather if they have good ventilation, bedding, and no drafts. Don't heat the coop, and they will grow nice down coats to cope with that winter weather. If you do heat, they don't acclimate properly, and then if your electricity goes out, you have cold, possibly dead chickens.
Enjoy your new hobby, and don't stress over it. Oh, and get out there and get bulding! They will need it sooner rather than later. Build at least twice as large as you think you need. (Recommended coop space is 4 sq. feet per bird, and run space 10 sq. feet. Make it bigger.)