no harm in insulating the coop, and you definitely want to make sure you block all drafts and direct wind blowing ON the chickens, but even in winter, maybe more so, you need ventilation above them. Leave the vents in the eave's and the peak of the roof open so the moisture they emit breathing and just in general can vent out and not settle back on their combs and cause frostbite.
being new to building anything, the lean to roof is by the simplest to build for you. Just make a wall on one side of the coop taller than the other by 6 inches or so and it'll be fine. For a 4x8, you want to slope your roof side to side and not end to end. You don't really even have to worry about cutting the ends at angles, you can leave them straight and just let your roof decking hang out far enough to cover.