My first experience with a heat pump was during my college days, when I rented a townhouse (which BTW RickJ, was in Columbus OH). On the first cold night, I turned the heat on and was sure that it wasn't working because all I felt was cool air from the registers. So I called my landlord and woke him up to tell him that the heat wasn't working. He told me that this was the way that heat pumps work and that it was normal. I was quite skeptical but he insisted. He was right, the apartment stayed warm all night.
As it gets colder outside, the heat pump gets less efficient and eventually is not able to keep up, so the system has electric resistance coils that come on. My system had two sets of coils, one that was called auxiliary heat, and the other, emergency heat. The thermostat had lights to indicate when they were on. When the coils were on, the air from the system definitely felt warmer (and my electric bill got larger

). In my experience, the auxiliary coils would start to come on when the outside temperature dipped below the low 20's and the emergency heat only came on once or twice when it was below zero.