No there's no harm in starting your cars engine and allowing it to idle for 5 or 10 minutes to warm up and get the heater working.
When it's very cold outside and ice gets on my windshield I have to start my vehicle up and allow it to run for at least 15 minutes to get the engine warmed up enough to get the heater hot enough so that the defroster works to help defrost and remove the ice from my windshield.
But if you don't need to defrost your windshield then allowing your engine to warm up for 2 to 5 minutes is usually enough before you can take off down the road and allow the engine to warm up some more.
The heater should be warming up enough after a few minutes to at least be somewhat warm and as you get down the road the heater should work better.
Allowing the engine to warm up also allows the engine oil to warm up and get a bit thinner so that it flows more freely through the engine to properly lubricate it.
If you rev your engine up too soon after starting it when it's really cold out then the oil may not be thin enough to flow freely and then you could have a spun rod bearing and a seized engine.