heater blowing cold air
 

i have a 6.0 L power stroke and here lately i have been having issues with the heater blowing cold air, i let it warm up and go out to find it is still blowing cold air till i start to drive it then it starts blowing warm air i checked the coolant and the lvl on it is fine, i did notice a little pressure on the coolant res. which i figure to be normal as the motor was warm when i checked it, the question i am wondering is does this sound like a thermostat issue to any of you guys,i am being told from friends that diesels suck to warm up in the cold so i am wondering if its just because of the outside temp which has been between 5 to -5 out. the temp gauge never really gets very high up and the truck doesn't smoke
also when i get off the highway the warm air i have blowing drops till i start driving again,