I haven't turned the furnace on yet, and we're in Canada (three hours north of Duluth). We've had a couple of frosts, but nothing untoward.
Of course, the buildings here tend to be well insulated, so that helps. I find that cooking dinner adds enough heat to the system to keep us snug during the evening, and the sunlight during the day warms the house as well.
I figure we'll probably turn the system on around Halloween, if history is anything to go by. Then we make use of a programmable thermostat to control heating through the day. The temperature is set at 15 C (59 F) from midnight on (a good sleeping temperature); goes up to 20 C (68 F) at 5:30 to bring the temperature up before we get up; goes back down to 15 at 9AM when we've all left for work, and back to 20 at 4:30. One of the best $50 I ever spent was for that thermostat; it paid for itself within a couple of months.
We do have cats that are home during the cooler settings, but they just snuggle together in their fleecy cat bed, and they're all wearing fur coats anyway.
Jackie