it is usually a bad idea to go down in oil weight, going up from a 30 to a 40 is no biggy but going down its not a good idea.
however with the cold winter i would not worry about it, unless they did not use a good synthetic in your engine, if its dyno oil that they put in their then i would drain it quick.

Good synthetics will hold up to the shear and heat produced by turbocharged engines regardless if its a 30 or 20. but not the other way around if its a 20 in dyno oil form not trusted drain it.

 

You really think every shop has every different weight of oil for all cars? some newer cars take a 0W20, some 5w20/30, some higher or just a different combination of cold and hot weights. Shops buy ONE weight (around here anyway), fill up their big oil tank and put it in all cars. They would need Several oil tanks and different oil guns (if they dont use it from the bottles which most quicky lubes shops here dont) to be "proper" but would be too much of a hassle so they just buy one weight hopefully to at least be in a good in between weight of not doing harm for some engines. I have worked and seen what many shops do and install at a quicky lube shop, (including the fact if they dont have ur filter in stock they will spray it with brake clean to make it look new, no lie) they use JUNK oil filters and prob the cheapest oil they can find so they can attract all the people to their $19.95 oil special instead of paying a little more and getting better oil and filter.

Bottom line if you go to a quicky lube place, at least bring your own oil and filter and WATCH them change it, then you know its the proper weight oil and not a lie and know its quality stuff. Not to the point where you are annoying and staring at them but just so you see then do in fact change everything and check the oil level when they're done. Some guys think they know it all and put in how much oil they think it takes and sends it out when it really needs more or less oil in it.

 

had mine changed at the dealership because I was hoping they would fix my drooping aero side skirt at the same time. They did too, while I'm way outside the 3yr/36 bumper-to-bumper, they never hesitated for a second and fixed it right up for me. Also the oil change only ran me 50 bucks w/ synthetic. Thats damn close to what you'd pay for synthetic at express oil change, plus I get the OEM filter. ftw.

The guys were cool and actually seemed legitimately interested in my mods, not like "oh hey were gonna void your warranty" interested. Guess I got lucky on a mod-friendly dealership