Congratulations on your new RV!
Caution re: Indiana
Their state park system is one that requires a sticker for entry into any park, whether for day use or camping. For non-IN residents (based on license plate) the annual fee is $60. Day use is $7 for out-of-state vehicles, but I don't know if that would cover an overnight campsite. These fees are in addition to the camping fees.
And even the annual sticker is only good for the *calendar* year of purchase. So If you buy one tomorrow, it will still only be valid till 12/31/14.
I second the suggestion for the Land Between the Lakes area. There are many campgrounds throughout the area and in both (KY and TN) states, as well as some COE campgrounds and a few National Forest campgrounds.
You'd want to be sure you've closed all the vents in the cab area, since cold air coming in there will cause an icy draft along the floor back into the cabin. That goes for all makes of Class C.