It's easy to overlook recipe notes about ingredients being chilled, room temperature, or whatever. But they're a big part of what separates professional bakers from home cooks left with cruddy cookies. Professional baker Joanne Chang schools us on Baking Thermodynamics 101.
Don't get the wrong idea: it's not that everything you bake needs to be at room temperature, or slightly chilled, or soft and partly melted. Different temperatures allow for different interactions between your sugar, butter, flour and water. There's a time for your butter to be cold (flaky pie crusts), and for your eggs to be slightly warm (whips and creams). But for light, tender cookies and cake, get everything to room temperature:
If you look at sugar under a microscope you see why they are called sugar crystals. They have jagged edges, and when you mix sugar into room temperature butter, these edges act as an army of little workers with shovels carving out miniscule air pockets within the butter. If your butter is too cold, the sugar-try as it might-can't dig its way through the hard chilled butter; if the butter is too warm, the sugar merely sloshes around, not really being effective at all.
... Once you've created a multitude of air pockets, the baking powder or soda you add to the cake/cookie later on expands these air pockets and you end up with a light, tender, fluffy pastry. And all because you started with room temperature butter!
Chang's whole post is a great read and provides you with a little background to help skip over some of those errors in your baking trials.
Baking for Beginners: An Introduction to Temperature [The Atlantic]