Yeah .. I thought maybe I should just change the filter and see if that helps. But I wimped out. I'm a newcomer to the Powerstroke world, but my experience with diesel tractors makes me real nervous about air and fuel systems. According to my truck's owner's manual, it's not a real problem. It says that the system will purge the air after changing a filter, it might just run rough and smoke a little for a few minutes while it purges. But if the filter isn't really my problem, and there's something else wrong, and I complicate the issue by introducing a bunch of air into the system when I change the filter, I might make it go from bad to dead.
Since I already have an appointment with the Ford dealer, I'll just wait and let them check it out, and feel stupid if I pay their markup on the filter plus labor to install it when there's nothing else wrong.
Considering the truck's unknown history, I probably should have changed the filter as soon as I bought it. But that's hindsight now.