Should I avoid booting my MacBook if it's really cold? As the title says; if my MacBook has been exposed to minus degrees, should I wait for it to reach room temperature before I boot it or am I just paranoid and have nothing to worry about?
It depends how “minus”. In general, li-on batteries live longer if you respect their acceptable operating temperatures. In the case of your Macbook Pro, Apple has a dedicated page with tips about Battery Maintenance. 

If you observe the temperature graph on the left, the Minus degrees are not in the “I like this” zone. 

Truth is, your MBP will get warm relatively fast, but if your MBP is at 0ºC, I’d wait a little bit. At those temperatures, depending upon the dew point and the humidity (among other factors) the risk of running moisture is higher, especially if the MBP will start heating fast when you turn it on. 

Just let the machine heat for a few minutes at room temperature to be safe. Of course, if you have to use it one day, the battery is not going to die on you. Remember, extreme temperatures are enemies of batteries!

The cold Swedish tundra is not a friendly place for a Li-on battery :)