And that's get in your car and leave immediately. Don't sit in the car for a while, just get in and go.
Well whoever came up with that safety tip must not have come from a place that was cold, because there's a very good reason to not leave immediately. You have to let your car heat up. Mine in particular won't properly switch gears if it hasn't warmed up enough.
So screw that rule. If a strange man tries to abduct me while my car is warming up, then blame it on the cold.