The air conditioning is quick to start blowing cold air as it's electric. However the heater is not electric and it doesn't have an electric heating element in it. Instead, it produces the heat by running the gasoline engine. In winter when it was freezing weather and snow outside, I'd guess it took about 2 miles of driving until it started blowing warm air. The engine runs during this whole time as it tries to warm up the air. Finally once the cabin has reached the set temperature, the engine can turn off and the car can drive quietly in EV mode again.
Even in cold weather it does blow quite warm air, around 40 C. Once I drove a long trip at -30 C in winter, and Jazz kept the cabin nice and warm, so I could only wear a T-shirt. However to keep the cabin warm in such a cold weather, it was blowing warm air into the cabin with almost the maximum speed (6 out of 7), so it was quite loud. I had the climate control in "Auto" mode.
The heated steering wheel is also nice, and thanks to it, I don't need to wear gloves in car so often. It also heats the whole circumference of the steering wheel, which I like. In some cars it might only heat the left and right sides of the steering wheel, where people usually keep their hands, maybe to save some energy.