That's perfectly normal, and to be expected. The computer is estimating range based on your past drive cycles. If it's really cold out, the car will use more energy to heat the battery. (You'll likely be using more energy to keep yourself warm, too, whether it's with the climate control, heated seats, heated steering wheel, etc.).
I'd recommend preconditioning the car while it's plugged in, so you at least start out with a warm car that's fully charged. Set your climate settings how you want them when you park the car and allow about 10 minutes after it finishes for the car to fully recharge. If you're driving a long distance that will require gas anyway, you might also consider using Hold mode to force the engine to run at the beginning of your trip. That will heat up the engine and allow the car to use that heat to warm the passenger compartment.
If you're really concerned and trying to squeeze out as much electric range as possible (let's say you have a 30 mile commute and the car's estimating 29 miles of range), consider turning down the climate control, using climate eco mode, etc. Also, make sure your tire pressure is correct. Otherwise, if you just want to be comfortable, just drive the car and use a little gas if needed. That's how it's designed to work!
Good luck...hopefully winter weather is over soon so our efficiency numbers go back up!