If it gets colder than +40°F degrees where you live then, yes, you should worry about it. "Cloud Point" and "Gel Point" are the reason.
"Cloud point" is the temperature where the fuel becomes cloudy (makes sense, eh?). At this point, the wax precipitates out of the fuel in the form of small wax crystals. In biodiesel fuel, it is biowax, in diesel it is paraffin wax. Why the heck is there wax in the fuel? Lubricity. When the crystals get large enough they settle to the bottom of the tank. The fuel will become cloudier and thicker as the temperature is lowered, until the gel point is reached. This would be a good time to use one of those fancy filter-funnels.
#2 diesel fuel has a wax component; different fuel blends can have very different cloud point temperatures, generally ranging from -10°F to +40°F. #1 diesel fuel doesn't have much of a wax component and does not have a noticeable cloud point. Diesel fuel distributors blend local diesel fuel supplies so that the cloud point is usually not reached. Here in MN they belnd more #1 diesel in as Fall turns to Winter to ensure that diesel systems are good-to-go at well below zero (like -30°F and beyond). There are additives that add to the lubricity of diesel - this is a good time to use them.
To avoid filters being plugged with wax, diesel fuel filter systems are often supplied with an auxiliary fuel heating or return fuel heat recovery systems. I do not know enough about our JD fuels systems to know if we have this or not. My diesel Jetta does return "warm" diesel to the fuel filter. Fuel additives are also available that modify the formation of wax crystals, making them less likely to plug the filter.
"Gel point" is the temperature at which the fuel solidifies and can no longer be pumped or poured. At this point you can sit on your tractor and make motor noises with your lips while pretending to drive - you're not going anywhere for a while.
Good Luck!
Scott