Went to start my car. The key, slowly turning in a cold cylinder, got to RUN when I remembered I left something in the house, so I turned it (also slowly) back to LOCK. Then I hear a relay from the passenger-side block madly click for a couple of seconds.

Went to start my car. It started fine, and ran beautifully all day.

Is this not unheard of during the cold months, or should I put a few spare relays in the glove box?

Most likely it was just very cold. But could also be a sign it'* starting to get close to failing. A new relay would be a good idea.

Which relay was clickin?

Not sure, but my guess is the fuel pump relay.

Are you sure it'* a relay? I've heard that before coming from the throttle body area. Never quite found out what it was but it also never hurt anything.

From the TB is typically the IAC