It's been very cold at the gym lately. Remember to ALWAYS warm up sufficiently before you begin your weight training or other intense exercise. It's highest priority this time of year. I like to use the rowing machine or elliptical cross trainer to do it myself.
5 to 10 minutes of your choice is about right, but take more time than this if you feel particularly chilly. Aim to elevate your heart rate steadily, and get the blood circulating. Nothing ballistic or explosive! Get your mind into it and your muscles primed, ready to do work.
When your warm up is complete, begin your serious work light and build up to your serious lifts or exercises. Pay attention to your body. If things don't feel right, warm up a bit more or change angles, or switch to another exercise. Enjoy, and I hope all goes well.