If you bought perennials appropriate to your area, cared for them well during and after planting, I see no reason to worry yourself about them.
I put ground leaves over them after frost TO KEEP THEM COLD. This is to protect them in late winter when temperatures fluctuate. You don't want them to think it is spring when it is not. But the type of leaves you use is important too. A soggy leafy mess can kill some plants.
Look around you though. Before you began gardening, trees and shrubs lost their foliage and you never gave it a thought. Spring does return!

"Just remember in the winter
Far beneath the bitter snow
Lies the seed that with the sun's love
In the spring becomes the rose."

That's the beauty of perennials; they DO come back. You didn't indicate where you live. What did you plant in your new garden? I live in Northern Minnesota, but get an extra hardiness zone for being on Lake Superior... and I don't mulch but rather rely on a good snow cover for insulation. If leaves blow on the beds, I let them stay but rake them off early in the Spring so they don't mat down. I inherited my gardens which were originally planted 35 years ago - year after year the iris (both Siberian and tall bearded), phlox, heuchera, daylilies, Oriental, Asiatic and tiger lilies, black eyed Susans, purple cone flowers, baby's breath, nepeta, Veronica, lavender, bleeding hearts, ferns, and hosta all come back. This summer I added sedum and some varieties of salvia and Shasta Becky. I have lots of perennials that have come in from somewhere and have really gotten established: forget-me-nots, Siberian squill, Johnny Jump-Ups, columbine. Truth be told, I have never had any luck with hollyhocks, monarda, gaura, or coreyopsis but many people who post on the forum have had great success with these. You'll be pleasantly surprised this Spring when things start popping up.

They will!!

Just another opinion.
I don't lay down any winter mulch over plants until after the ground has FROZEN....frost don't cut it for me especially if the fall season is really rainy. I personally like straw for mulch and take the leaves to the compost pile...straw don't pack down. We've had several frost since Sept. 19th but it's not consistant cold temps at least for another month here; bouncing from 30 to 50 one night to the next and it's rainy. Mulch and constant moisture around the crowns of plants can equal fungi and crown rots. Better to wait until the ground freezes and plants are completely dormant/died back, ect. The mulch will keep the ground frozen protecting shallow rooted plants from frost heaving... which happens when the ground freezes,un-thaws and re-freezes. I start removing it around late March (when most plants start waking up around my yard) to allow the ground to begin warming up. I then lay out fresh summer mulch in mid June.
I posted a link for you if you need more info. Enjoy your garden :D

Vera

Here is a link that might be useful: Winter Mulching

And they don't all pop up at once. Some are real early birds, while others prefer to know that spring has definitely arrived.

It can help to ease your mind to keep a diary of what pops up when so you can check back from year to year (and not accidentally plant something else over the top, as I have been known to do!)

I know how you feel - it does seem impossible that plants will re-emerge having left a completely bare space in the garden, but it does happen, and it's so exciting seeing the new shoots come up.

perenials dont usualy die in the winter as they are dorment perennials are hardy plants i worked a nursery for 23 years and like to help

Key point as mentioned above already - as long as you plant perennials hardy to your zone (or below) and in the right location (sun, shade, etc.) they will come back. Some with abandon. The problem comes if you plant tender perennials, those that are rated above your hardiness zone, or put a sunny plant in a shady area or vice versa. Those may not survive. It takes at least 3-4 years before you'll see a filled in garden, but don't fear, and resist the temptation to overplant. Leaves as a mulch are fine as long as you rake them out in late winter/very early spring so the new growth isn't smothered. You can do your general garden cleanup (cutting back dead stems, etc.) at the same time.

Dear Shmea 123: If it will help you to worry less, get some nice plastic name tag sticks, use a good quality waterproof marker and name your plants. A good reason to do this is that some take some time to return in the spring and you may think they are dead (but they are not)- one example: Joe Pye Weed takes a long time to put in an appearance but once "up" it will grow to a 5 foot tall plant. It sounds silly, but when spring comes, I get a good secure feeling when I see all those labels reminding me of what is down there, ready to pop up!