>>It may be a mind thing, but it seems like my X uses up more gas when it's cold (below 35ºF)<<

That's normal. The egine runs "rich" until it has reached suitable temperature and that's why MPG drops.

>>heat dosen't getting warm soon. After the engine restart the gauge turns normal but still cold inside.<<

>>Temp gauge never leaves blue zone when driving<<

For these I can see couple possible reasons.
- coolant water is too old and gets frozen and coolant doesn't circulate in system, after a while coolant warms and starts to circulate. Note, the coolant water must not be pure water but 50/50 of coolant liquid and water.
- thermostat in coolant system may be stuck and coolant may circulate too much so engine doesn't warm up. I had this problem in one of my old car and changing the thermostat helped.