When was it last serviced. Is it down to the recent cold weather - perhaps there is a problem that only manifests itself when the temp drops. Does the radiator get warm quickly - if so the thermostat could be cutting in too soon and over cooling the engine.
I guess it is ok when it is hot. Block part of the radiator with a piece of card (not on long journeys though) and see if the car warms up more quickly.
I suspect it is an air temp sensor playing up perhaps down to a loose contact or a dodgy thermostat.
Has the MPG dropped much?