It was around 19 degrees here in GA this AM. I left my water run last night so it would not freze up. This AM all was well untile about 9:30 then the well pump stopped working. It still had about 20lbs of pressure but will not kick back in. Could it be from the cold weather. Thanks for any help.

I've had the 1/4" sensing line on the pressure switch freeze on mine. It won't know your system pressure has dropped until that ice plug melts.

Are the contacts on the switch open or closed? If they are open, then WildBill's observation is a good one. If they are closed, then the problem lies elsewhere.

Also, is the pump submerged or above ground?

Well tank is empty pump not running I checked the fuse it is fine

Check the switch. Are the points open or closed?

http://www.inspect-ny.com/water/PressureSwitch004DJFs.jpg
How to adjust water pump pressure, pump cut-on pressure and pump cut-off pressure - private pump and well system do-it-yourself repairs (http://www.inspect-ny.com/water/WaterPumpAdjust.htm)

Is the pump above ground or below ground?