What exactly is this heater we are discuissing here? Does
the O2 sensor have heating elements running inside of it? Or
are you guys referring to the heater core that the coolants
runs through to keep the passenger warm in the winter??

there are two white wires that goes into the O2 sensor to heat it up, and on my car they do not do anything.

First generation O2 sensors had a single wire ( sensor signal only ).
This would require the exhaust temperature to be a minimum of 5-600 degrees, for the sensor to provide a good signal.
During extended idle periods the sensor would cool off and not generate a signal to the ECM anymore.
Second generation had 3 wires ( 1 signal, 1 heater power & 1 ground ).
The heater will keep the sensor at operating temperature ( even at idle, and thus keep sending a signal for the ECM to control fuel-air for better exhaust emissions ).
Third generation has 4 wires ( 1 signal, 1 signal ground, 1 heater power & 1 heaterground ).
The purpose is to provide more reliable grounds.

__________________
2007 C 230 Sport.