I bought a home recently that has gas heat. It has a crawl space not a basement. The cold air return register put our cold air. I always thought the cold air return register takes the room cold air and returns it to the heater. Am I correct and if so have do I correct it.

A return register does not put out air, it pulls it in. If air is coming out it must be a supply register. Check by raising the temp on your stat and go into the crawl space. You should see two large pluniums of simialr size: one cold and the other warm. Your supply is the warm one. Chances are your supply is not insulated and most of the heat is lost by the time air reaches the last register. You can add rigid insulation to the supply, return too. All that insulation will make your furnace work less and your house will be more comfortable. Please rate my answer so I'll know if I helped. Good luck.