Technically, no. Room temperature ingredients mix easier than trying to combine cold and room temperature ingredients. But, honestly, for cookies it doesn't make nearly as much difference. Room temperature eggs whip more easily and add more body or "fluffiness" to batters. You might note a slight amount of extra lift in cookies, but for me personally, fluffy is not what I'm looking for in a cookie. Room temperature eggs are most important in recipes where the rise is important, like cakes, for instance.