I like this question because it highlights a common misconception about our seasons. It is true that the distance between the Earth and the Sun does not create the yearly seasons (the seasons are controlled by the tilt of the Earth's axis of rotation). However, this distance is responsible for more extreme, longer-term, climate changes. It is responsible for setting the pace of the Ice Ages which covered a good portion of our planet with ice hundreds of meters thick during the past 3 million years. The Earth's orbit around the Sun (and thus the distance between the Earth and the Sun) goes through 100,000-year cycles where it flips between a circle and something more like an oval (this wobbling is due to interactions with the gravitational field of other planets). When it is an oval, earth's climate goes through greater extremes. This 100,000-year cycle is one of three Milankovitch cycles that are the pacemakers of the Ice Ages. There is also a 40,000-year cycle (dues to periodic changes in the tilt of Earth's axis of rotation) and a 20,000-year cycle (due to periodic wobbling of the Earth's axis of rotation).

In January, when the Earth is closest to the Sun, it does, in fact, receive more intense light from the Sun than when it is farthest away in early July. This excess energy serves to warm us slightly. However, this effect is much less than the effects of axial tilt, which is responsible for the seasons. So the Earth-Sun distance does raise our temperature when we are closer to the Sun, but axial tilt still controls the seasons. Because of this, summers in the Northern Hemisphere are slightly cooler than those in the Southern Hemisphere, and Northern Hemisphere winters are slightly warmer.