Of course you do. Not only must you thaw it, but you should probably heat it up a bit warmer than room temperature. Ball Pythons have well developed heat pits, and warmth can be a big factor in getting a BP to strike.
~40 Ball Pythons (mostly Freeway/Asphalt, Bongo, GHI, and Leopard combos)
3.8.3 Green Tree Pythons (mostly TM/TW blueline, a few Highland/Wamena)
1.2 Children's Pythons
1.2 Cay Caulker Boas
1.2 Black Fuli House Snakes
1.0.4 Amazon Tree Boas (1x tiger, 3x halloween garden, 1x garden)