"The sky fades red,
The sky terns pink,
The sky shifts orange.
The sky turns black."

"terns" should be "turns".

The beginning was a bit dull to the reader, I felt as if I was not experiencing the colors of the day but just you simply stating them without imagery.

"The leaves fall down,
The wind softens their fall."

This could have been elaborated more, what you have so far is really good, the concept of the wind softening the leave's fall is very soothing.

"The chill of the air,
makes the leaves want the comfort,
from the earth."

This was okay, I do think you could go into more detail, especially with that last line. What are you trying to get the reader to see? what do you want them to feel? etc.

"The world turned white,
over night,
Still it falls,
Making my toes,
numb."

This did not catch my eye, like I said earlier, make this poem alive, make it interesting for the reader, not the same old words.

"If I walk out side,
not bundled up,
I will be frozen to my core,
It takes a long time to thaw."

well-expressed feelings here of the cold, but the ending was not suitable.

A good ending line would be something like this:

"Winter grants no mercy upon its victims."

Leave the reader breathless at what they witnessed.

4/5 from me, take care and God bless you!

~MaryAnne