Mine does the same thing. Where it has trouble shifting into 2nd when it's cold. But after about 1 or 2 minutes it's fine.
Assuming you have the A4LD here's what I've been told and read up on is that it could be a few different things. Starting with the easy and cheaper fixes first.
Possibly just needs a tranny flush. And I'm not talking about a quickie oil change place. They never do it right. You'll want to find a real tranny mechanic that will drop the pan and change the filter inside. The quick change places will just pump oil though for a few minutes. and charge you the same. Plus that's a good time to have him or you check for metal shavings or other problems. I would expect that to run around 80 or so.
I think anything else would require the tranny to be dropped. There is a oil sending unit that can get clogged an dirty. That sits on top of the tranny and's very hard to get to. But that little guy can get clogged and cause the problem. He will let oil go though and determine when the 1-2 shift happens. Then it get's clogged and the colder oil makes it hard for it to go though.
I've found around my neck of the woods that our trannys are they're bread-and-butter. So to say that you'll find an honest tranny guy to simply clean out a little do-dah thing in a few minutes isn't a real possibility.
Then the last thing I can think of is that it will need to be dropped and a complete rebuild done. Expensive stuff there.
Hope that helps and good luck!
One last thing that I've bought but have yet to install is a secondary transmission filter. Here's a very good thread on that. It helps to further filter the oil.
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