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I have a 1996 F250 4x4 351 auto. w/120,000mi. Last winter when temps would get to around 10 deg. overnite the truck would not start in the morning. It would start-run for a second then die. It would keep repeating this run-die run-die unless i would hold the gas to keep it running. The gas pedal is also a bit stiff to push the first time after it has sat overnite when cold, pumping the pedal to loosen it up does not help starting either. Sometimes it only takes a few seconds of running to idle normally, other times a few minutes. This year it is starting to do the same thing at 30-40 deg. New air filter, cap, rotor, plugs and wires last winter did not help. New fuel filter yesterday did not help. Does not matter which fuel tank I am using. I am thinking its probably a sensor but check engine light does not come on.
It sound like the IAC (Idle Air Control) may be sticking closed, then freeing up after starting the engine a few times. Try cleaning the IAC to see if that helps.
You need to use a block heater or even better, an inline tank heater and/or park in a garage at night.
Installing a heater in mine increased my morning commute gas milage from less than 4mpg to almost 7mpg (a 2 mile drive at near 0 temperatures).
Regards
Ken