Just watch the weather ahead of you. You will be fine unless a unusual weather event develops. Snow and ice on I-40 in NM and AZ is a rarity. Mostly there is sun and clear above freezing weather in the daytime.
You did not say how far west you want to go, but after you leave Flagstaff, AZ the temps get a lot warmer on I-40 westbound.
This is suppose to be a wetter winter but wetter is any moisture at all.
Temperatures at night will likely be below freezing, particularly at elevations over 5,000ft but, a long hard freeze is a rarity. It will happen once or twice, for a few days, over the course of a winter but not most days. Just do not leave a hose outside with water in it. Your heater should keep everything else warm enough.
The snow and coldest weather on I-40 is generally around Flagstaff, AZ so look at Flagstaff avg December and you will see it is around 15 at night and 45 in the day. It is predicted to be above average this year due to El Nino warming.
5er/2500Duramax/18ftBoat