The oil thickens seriously at temperatures below zero. Most modern engines call for 5W-30 oil. If yours has thicker oil in it you'll just have to wait for the engine block to warm up before starting it.
5W-30 means it's a multigrade oil; some of it is "5 weight," and remains liquid at very cold temperatures, and will circulate when you first turn the car on in cold weather. Once the engine had been running (warming up), a 5 weight oil becomes much too thin to provide real protection. That's when a 30 or 40 weight oil is useful. Hence, multi-grade oils.