Q. Is there a problem with being in a lit, heated room on the Sabbath?

A. Not at all! In fact this was one of the significant differences between Rabbinic Judaism or Pharisees (as it was known back then) vs. the Sadducees (who denied much of the Oral Tradition). Lighting Shabbos Candles is one way we can ensure we have light for our Sabbath meal. While Jewish Law restricts manipulation of energies (such as fire or electricity) on the Sabbath (no turning on/off lights etc) we may certainly enjoy that which is in place before the Sabbath has begun.