Something sounds off - this transmission should have Ford MTX in it, aka Ford honey (~$7 a quart IIRC) Still - your "cold start" is nothing compared to what I describe a cold start in MN, no matter what, even with ATF (stupid PO) in the transmission it would shift easily in the winter. With Ford honey there is little to no difference in shifting between -10*F and 80*F.
It sounds like something is wrong with either the throw out bearing (TOB) or something internal.
Try this - if it is giving you trouble shifting into 1st, shut the car off. If it pops into gear after the car is shut off the clutch isn't fully disengaging - and you have a TOB issues. If the problem still continues with the car off, something is wrong internally inside the transmission.
2008 SE Coupe MTX
2000 Contour SVT 3L
MSDS Headers/Weapon-R Y-pipe
Torsen T-2/Clutchnet Stage 3
Fidanza 8lb 131 of 2150