So I have all the materials and power needed to construct my first Heater 1 but I can't find a surface I can build it on.
What am I missing?
I am assuming it is an outdoor thing and not an indoor thing.

No, I think it's supposed to be an indoor thing. However, I can often (but not reliably) place it outside by double-clicking.

Thanks... that just made no sense to me if the goal was to increase the temperature of the planet to only put the heaters indoors.

First tiers of some machines (heaters, vegetubes) are designed for indoor, an you can assume they transfer their products outside by tubes. Later, this might not be the case, so you will have to try each option to figure !

I did get a T2 heater to place outside once, but was never able to duplicate the feat. I was running around with the heater showing red trying to get back to one of my safehouses to place it, and I was just a glitch with running and jumping and clicking as fast as I could. Not worth wasting time on -- it only did it the one time. But if you are running back to base anyway, why not?

[EDIT]
I think maybe it is machine dependent. My laptop is slower, and it might be that when it's laggy, glitches get through. But I have only had the one instance of stuff like that on my desktop machine.
[/EDIT]

Heaters 1 - 3 are all indoor things. Only Heater T4 is for outside.