I don't really recommend order worms during a month like January, particularly if you live in any northern state. I knew what day my worms should be coming and kept a close eye on the door for the mail so that I could bring them inside as soon as possible.
The mail was really late that day, which meant the worms had spent all day in a cold, metal, postal van. Thankfully the post man knocked on the door when he dropped them off so I was able to snatch them up before he'd even driven away.
The box was cold. Really, really cold and I was concerned that my worms were dead.
When I opened it up the worms on the top weren't moving. Harkening upon my backwoods nature to poke dead stuff with a stick - I poked the worms. They moved. I didn't dig through the entire thing checking each and every worm but since I could see the ones on the sides moving I decided enough of them probably survived the journey.
Since I was previously having issued with producing what I seriously felt must have been an excess of leachate I've been adding more dry bedding than moist and it's made a noticeable difference.