A question about the engine

[Tailwind]

With light throttle, just off idle, my engine surges. Always when cold. I don't have an audio, but it's like "RRR-RRR-RRR" The engine is otherwise just fine. No hesitation, and it kicks me in the pants when I blip the throttle while at normal speed.
Not having had the car for long, I wonder if this is normal for this 2.5 base.

Comments?

TIA