Welcome to YA, Jason, and Happy New Year.
You definitely did the right thing in not having a hose attached, so anything of concern is in the house, as the faucet itself should be empty.
If you tried to open that faucet, and nothing came out, then you may have a frozen water line going to it. This can happen if that water line is still exposed to very cold weather, like in a crawl space. And electrical water line heat tape would handle that, and may cure your stoppage, given time, if you apply it now. You might consider the traditional prevention of having a shut-off valve on that line, inside the warmer areas - that's how freeze-proof faucets came into being, when that classic arrangement was shrunken from say ten feet in to 10 inches. The idea is to stop the water inside a warmer area.
So take a breath, and relax a bit, dress warmly for a crawl space, and inspect your rig - inside. Decent plumbing is surprisingly tolerant of a brief cold snap, without actual bursting or splitting of a supply line. Just keep an eye on it, and locate your main shut-off just in case. Be there when things loosen up!