When you shut off a warm car with losts of moisture inside from snow and slush, and park it in a cold area, the inside window will be frost covered by morning. This happens all over the world, not just in your car.
As pointed out, you need to drive off that moisture and the defroster and A/C settting (on many cars it comes on automatically) will evaporate this ice quickly. I keep a small hand scraper around as well and scrape SIDEWAYS to get most of the ice off.
This is one instance where we would recommend you do not drive off immediately , for your own safety.