This very cold weather can effect chimney performance. You may find your stove hard to light and in the worst cases you may find that the chimney will not draw at all resulting in a firebox full of smoke and probably a few whisps coming into the room.
Before lighting the stove you can try opening the ashpan door for 30mins / 1 hr. That should hopefully draw some warm air from your house up the chimney and warm it up, making it draw better when you come to light your stove. This is especially useful if your stove has an external air intake as the air coming in to the fire box will be that much colder to start with.