Although this won't help with cold start issues - if you ride short distances in cold weather, it's a good idea to block off some or all of your radiator to get the engine up to temp. The fan should cycle as often as it does in warmer temps. For some uses, that may mean completely blocking the radiator, just keep an ear out for normal fan cycling.
On many motorcycles, there's an oil level window and you can see when the oil is turning milky from water contamination. Where does the water come from? If there's frost on the outside of an engine, there's also frost on the inside.