Hi countrygirl. I believe there is a condition called rosacea that can mean red cheeks flare up more in extreme temperatures, also for some people drinking alcohol or eating spicy food. Its nothing serious and a dermatologist would recomend the right treatment, whether orally or surface treatment. It sounds like in your case it was coming in from extreme cold to the warm triggered it. I never suffered with it too badly until i hit the menopause, and now i get it if i drink red wine sometimes. My cheeks become very red and hot for a few hours, then it just goes away again.
Hope this helps