Howdy All
New to the post and this question may have been asked allready. I have a 2003 6.0, It has little over 91,000 miles and this is the first time that the check engine light has come on. When I start it and let it warm up (approx) 5 min, it has a throttle up and thin comes down, not like on a cold, cold start, when it will throttle up and hold untill it warms, this is quick. What can I look for?

 

look for the actual code. gonna wanna get it read then go from there. From what you describe "when it will throttle up and hold until it warms", that is an old flash and there is a newer one out that really helps with cold starts. You can take off right after you turn the truck on and it drives great.

 

3 weeks ago I had the EGR replaced, it got flashed and updated, what do I need to get the codes? This is all new to me, I bought this truck new, had a buddy of mine at a dealership run the VIN and he said " this is one of the good ones, there is about a 98% chance you will not have any problems with this truck". This is the first.

 

You need a scanner to read the codes. It has to be CAN capable. unsure what CAN stands for but I've seen scanners and on the boxes it says in big letters "CAN capable" or something to that measure. or, you could go to the dealer and spend a lot of money to have the codes read.

 

CAN = Controller Area Network.
As for the scanner itself, You can borrow one from an Auto Zone. Just plug it in to the OBD port and read the codes... Write the codes down, and then go the link below to decode the little buggers.
Ford OBDII Diagnostic Trouble Codes - Powerstroke Diesel Codes .: Articles

Piece of cake!

By the way.. If you just got a new EGR valve, the "new one" may have been bad out of the box. If so, you'll get yet another. There is a batch of bad ones out there, but I'm not sure how to qualify one from the next.