I'm going to put this simply. Not that I believe you are an idiot, but I want to make sure you understand how this works so you can figure out how to set it properly for yourself.
The humidifier on your CPAP heats up the water in the tank. This heat turns the water into steam. It is not a hot steam like you get from boiling water, more like the steam when you run the hot water from the faucet.
This warm, moist air travels up the tube into your mask and into you. This helps to prevent drying of the nasal passages during the night.
However, in a cold room, the temperature of this warm air drops and the steam, what little there is, reforms into bigger droplets of water which them fall out of the moving air and stays on the inside of the hose. This is what we refer to as 'rain out'. Too much water in the hose can cause a gurgling sound which is amplified by the hose.
What the climateline does is heat up the hose itself so the air maintains its warmth and the steam continues all the way to your mask.
This is similar to what happens when you take a cold soda can out of the refrigerator, except it happens on the outside of the can, vs the inside of your hose. The surface of the can is colder than the temperature of the room and condensation from the air around it forms water on the outside of the can. This is why some folks use those can covers. It helps to shield the exterior of the cold can from the warmth of the room and keep condensation from forming.
The S9 can be set up so that there is either one setting that controls both the humidifier and the climateline (automatic setting) and another set of settings where the temp of the humidifier and the temp of the hose can be individually set (manual setting). You can change which setting by going into the clinician's menu. If you do not have the clinician's manual, you can get it here:
Scroll down to Section Three which is slightly more than halfway down the page.
Since your bedroom is so cold, you need to set the temp of the climateline rather high in order to keep the moisture in the air going to your mask rather than forming on the inside of the hose. What that setting will be, I don't know. In your case, it's not the humid air you are wanting, but warm air so you aren't having an air conditioner blowing into your nose. If it were not so cold, you probably would not need a humidifier at all if your area is so humid already. I don't recommend using the climateline without water in the tank. It can cause sinus issues without that moisture present. It will take some fiddling to get it right. You may want to sit up in your bed for a few hours during the day and read a book while you mess with it to see how it goes rather than ruin a night's sleep doing it.
If the water is cold in the morning, then something is wrong with your humidifier. Mine is slightly warmer than tepid and the bottom of the machine itself is very