Learn Dutch: Het noorden is kouder dan het oosten. - The north is colder than the east.

To say "more [adjective]" in Dutch, you usually just add -er to the end of the word, very similar to English. So koud (cold) simply becomes kouder (colder).

Why do we use dan here? Can I use als for "than"?

When you compare two unequal things with an -er adjective, you must use dan (than). You only use als when two things are exactly the same, like in even koud als (as cold as). Some native Dutch speakers mix this up, but kouder dan is the grammatically correct way!

Are all compass directions het words like het noorden and het oosten?

Yes, all four main compass directions take the article het. The other two are het zuiden (the south) and het westen (the west).

Does the pronunciation of the 'd' change when koud becomes kouder?

It does! In the basic word koud, the 'd' is at the end and sounds like a 't'. But when you add -er to make kouder, the 'd' is no longer at the very end of the word, so it is pronounced with a normal 'd' sound.