Mine does it too...
My 6.2 has had a "skip" at idle after starting cold,since I got it too..it sounds kind of like a gas motor thats over choked and loading up,or misfiring....goes away if you idle it up faster manually...
I blamed my one "dead" glow plug I couldn't get out,and the wire terminal snapped off,so that cylinder has NO heat until it runs awhile..it could have dirty or bad injectors,ect, too..but it runs fine once its warm,just an ocaisonal "misfire" once in a while..
I pulled the plug off the glow plug controller on my truck when I put the manual glow plug switch in,so there would be no possibility of them coming on by themselves..my fast idle cold advance switch probably does not work either,I've never heard it have a "fast idle" when cold..its always started up for me though,even in extreme cold with no block heater..
I added an electric fuel pump in addition to the stock lift pump,to help prime the fuel system faster when changing fuel filters-
(or if I ever run out of diesel

)..it seems to idle smoother and a hair faster with the electric pump turned on for some reason..
I just start my truck by holding the button for the glow plugs on for the same amount of time it takes for my seat belt buzzer to shut off (about 8-10 seconds)...it usually fires right up,and I then give it some throttle,until its running about 1200-1500 rpms,and hold it there for a minute or two..then drive off right away..a lot of diesel mechanics have always told me this..
"There are 2 things you dont do to a diesel...never let it idle cold,or race it up high when its cold."...so I try to follow their advice!..
I always have fears of my crank snapping in two when I start it in 20 degree weather,and I didn't have the block heater plugged in..GOD that thing sounds horrible under those conditions!..sounds like all 8 pistons are gonna jump right out!!.
