Heat Pumps are also “Set It, and Forget It”. In other words, you don’t move the thermostat up and down like you would with a gas or oil furnace.
On the heat side, if the thermostat is raised more than 2 degrees, the Aux heat will come on to satisfy demand. So when raising the thermostat set point, do it in 1 degree increments. Let the unit satisfy that increase and then move it up another 1 degree increment, and so on.
You can get a programmable thermostat for heat pumps, they are the most expensive because they operate as described above.
Heated air coming out of the vents with a heat pump will always feel cool. Most deliver at about 86 degrees which is cooler than your body temp, so it feels cool, but they are still heating. Just not the cozy hotter air you might be used to with a gas or oil furnace.
Just a few more tidbits