Chevytown,
A couple of hints I hope will help avoid trouble;
...be aware that teflon tape has been known to cause problems in various applications if applied beyond the beginning of the threads so as to allow small shreds of it into moving parts, bearings, seals, orfices or various filters of any mechanism on any device- use it with caution whenever you use it
...if you want to relieve the standing pressure from seals, valves, and lines it's necessary to turn off the shield gas at the tank, release the feed rollers, and trigger the torch until all pressure on the gas gauges has reduced to zero before shutting off the welder; much like how some folks handle a garden hose (except the hose nozzle- the electrical solenoid valve- is controlled by welder power and wire feed is invloved) any arguments about weather purging that pressure is "necessary" probably won't have anything to do with safety (BTW I don't know anybody who actually disconnects the feed system- but use caution, common sense and discretion with the wire as if verifying the feed rate- it will be energized)
...while experimenting in cold weather bear in mind that ambient temperature is a variable when taken to extremes, and if you are having any trouble step one is to eliminate or at least adjust one variable at a time so you can identify the problem; my opinion is that it's easier to learn and better to practice on "summertime" room-temperature steel- you can heat it "to touch" with almost anything to reach a moderate temperature, including a quartz work light, if you lack equipment (although if you try using your wife's favorite hairdryer you'll need to lay in a supply of styptic- expect to find strange things happening to your favorite razor in return)
Inexpensive torches are not hard to find and come in very handy
...try a short, experimental bead sample without the shield gas (keep the valve "off") so you can be familiar with what happens without sufficient shielding; you'll likely see this charicteristic at start-up unless you've got gas filling all the plumbing from the bottle to the nozzle, and is a big reason some people find the "purge" button a handy accessory
...finally, in the event of difficulties, you might save some trouble by verifying your equipment OCV with a voltmeter and the wire feed rate with a watch and ruler in the event any "instructions" don't seem to provide the necessary weld result
Have fun!
Holiday regards
D