Hi, and welcome to Just Answer!
Before you drive yourself crazy trying to figure out why the compressor is coming on, it's supposed to. In fact it's supposed to run in almost all the positions. - any of the defrost settings, panel, and panel floor mixed (even though it's usually not marked with a snowflake). I know it seems silly to run the AC when your trying to heat the car, but that's how they do it. The primary reason is to dry the air before it runs through the heater core, mostly to help defrost the windshield quicker. I also believe it's to keep the lubricant circulating through the system, to prevent issues with the AC being 'off' all winter.
The only exception to this would be if the compressor is coming on, and running non-stop. It should still be cycling on and off, and be off more than it's on. Once it get's down below the freezing mark, it generally won't cycle until the car has been run (and the engine compartment warmed up).
If it's having a noticeable impact on heater output, then you have some other issues going on. The big two that come to mind are a restricted heater core, or blend air door issues. The blend air door is the one that directs the air through or around the heater core (to control temp).
The first step is to make sure the cooling system is coming up to temp, I'm assuming you've already done this.
Next check out the heater core flow. The easiest way to do this is warm the truck up to normal temp, set it on full heat with the fan on high. Fell the hoses going to the heater core. Both should be hot (HOT HOT actually, be carefull). If one of the hoses is lukewarm, there isn't enough flow through the heater core. Another good indicator would be if your rear heat (if equipped) is hot, but your front isn't.
Do the quick test to see how the heater core flow is, if it's OK we'll see what we can do about checking the blend air door. It'll be tough without a scan tool to actuate it though (it's electric).
I hope this helps, any questions please reply back and let me know.