An early frost should not be taken as a sign that the upcoming winter will be a cold one. Likewise, an early snow is not an indication of a snowy winter. While these preseason jolts of weather can be a shock to the system, they are more the result of a random act of weather than a sign of impending doom.
In order to get temperatures to fall below freezing several weeks earlier than average, it takes a cool air mass that times itself just right so that light wind and clear skies happen right around sunrise. A cold winter requires a weather pattern through the winter that frequently brings air from high latitudes into our region. Similarly, an early snow is not an indicator of a persistent snowy pattern.
Note: this is not to say that we will not have a mild winter. This is just to say that an early frost is not a sign.