For future reference, you should definitely open it as much as possible (I have cats, so I'd take it out of the shipping box, unlatch or unzip the case, and then let it sit. The important thing when a cold guitar hits a warm room with any humidity is that that humidity will condense on the guitar, so you want that condensation to have a chance to evaborate (or sublimate, if it's really cold).
That's one school of thought. The other school of thought is that you want it to warm up before opening the protective layers of packing, so that the humidity can't get to the guitar, as you seem to have done.
I'd be curious which school of thought people lean towards. Me, I usually have to pick up my packages before work, so I get the package, take it inside, leave it there for 9-13 hours, then open it when I get home. It's just a function of my schedule.
PS It's been really freakin' cold here in the DC area as well, so I completely understand exactly your concern.