A cold or hot room above the garage (i.e. bonus room) is a common problem. Since the outside walls of the garage are often not insulated, you should make sure the garage ceiling is insulated with blown insulation, like cellulose. Builders sometimes forget to insulate the floor of this type of room. You should also check to ensure the room's ceiling is insulated and that there are no major air leaks. Also, have an HVAC expert check the air flow and ducts to the bonus room to make sure the ducts are connected and delivering air.
You may be wondering if you should just insulate the outside walls of the garage, and bring the whole garage into the "conditioned space" of your home. Depending on how you use your garage, it may not be advisable to do this. If you keep a car, paints, chemicals, or a lawn mower in the garage the fumes from these items could leak into your house if the garage is part of the "conditioned space." In this case, it would be better to insulate the walls and ceiling between the house and garage to seal out any garage fumes.