All great answers.
I usually heat my strike water to about 15 degrees higher than mash temp, and if it is cold outside, I'll either wrap the mash tun in a sleeping bag or take it inside the house. Experience has taught me to go hotter and cool with ice cubes, (a technique I learned here from Denny Conn) and then close her up for the entire mash time. If you follow a regular regimen you can measure temperature at the end of the mash, before your run-off, and note your heat loss, you can compensate by starting a bit hotter and then shooting for an average mash temperature. You may also want to figure that a higher mash temperature will result in a quicker conversion and conversely a lower mash temperature a longer conversion time and adjust your averages accordingly.
The great thing about brewing is that it provides you with plenty of intellectual stimulation. Brew, learn, adjust, repeat. Welcome to the obsession. There are many things you can become mesmerized or obsessed with these days, of which brewing is not even close to the worst.