I've had 6 mini foals born here, they were born in May, June and July; I know a couple wore a blanket their first day or for a couple nights, but I really haven't used blankets that much with mine, and it's probably because I don't have terribly early foals, too cold up here, and I need to wait to even think about foaling til after calving any way, so if I need the calving barn with all the bells and whistles it's available.
Since I've had the minis, I make sure I have blankets available for foals, but haven't used them extensively. If I remember right, it was rainy when Spotty was born, so he got a blanket at least at night for his first few nights. They also got shut in the shelter, cause she wouldn't keep him inside. Bonny got the barn stall, so I can't remember for certain if Bliss wore a blanket or not (I think she did at night, as it was chilly and wet for awhile around the time both were born); as they were in the barn, I wasn't as worried, because she couldn't get wet, I gave her a big fluffy bed and she was happy.