Rx8 does not start.
 

This never happend before.
I turn the key to start my car, and nothing happened.
Just all needles goes up to the max and return to the zero, and
headlight/dashlight does not turn on.
Outside temp was almost 0 Celsius.

Why this thing happened? Should I take it to dealership?
Please if anyone know about this, let me know.

Sounds like a weak battery or a bad connection

slap a new battery in there and you will be good to go

A weak battery would give you some cranking before (not) starting. If it does not crank at all there are other possibilities, which I have experienced. Note that i got a clicking sound when turning the key, just no engine cranking.

1) There is a switch that is engaged when the clutch is pressed in. If it breaks somehow, the car will not know the clutch is depressed, and will not allow it to crank. Search on the forums here for more info, or suggest your service guy to look at it.

2) The starter motor has a problem. I know that mine had loose wiring. If you look under the car, it is the small (maybe 8 inches long?) cylindrical buldge sticking off the driver's side of the bottom of the engine. Check the external wiring, but know that you'd probably have to take it off and dismantle it to see if it's faulty somehow.

Good luck.