When to bring eggs whites to room temperature?
It doesn't make much difference to the end product whether you separate them cold or warm as long as the egg whites are room temperature when you whip them. Cold whites won't get as fluffy and therefore you'll get a denser cake. Oxygen will cause chemical changes in the white as it warms up to temperature, but that's minor.
It is easier to separate eggs that are at room temperature as the whites run much more easily, so if my eggs are refrigerated I would bring them up to room temperature first, then separate and put the yolks in the fridge. You can do this quickly by putting the eggs in a bowl of tepid water.