Is it supposed to be like that?
There needs to be air circulation in unheated space to prevent condensation causing rot.
It's freezing up there
That is good. It means your loft insulation is working.
I'm more concerned about animals entering the house.
I found fixing wire-mesh externally to any small gaps at the top of the walls keeps unwelcome types of animal out. You could instead apply this internally.
The Royal Society for the Protection of Birds encourage builders to make provision so that critters can enter your roof to nest.
Note the wire-mesh guard to prevent them getting to areas where they would be unwelcome.