I have a similar issue with getting into 2nd gear in the morning here in SoCal. While its not freezing cold here, the temps do get down into the 40's at night (and then warm up to mid-70's during the day).
The key thing is NOT to force anything and be gentle with your shifts until the trans warms up a bit. I simply shift from 1st to 3rd for a few blocks, no big deal.
Of course, the first step is to change the trans fluid and have a mechanic look at the car. In my case, these didn't help but that's not to say that it wouldn't help someone else.
With my car, cause is most likely a balky syncho which becomes more evident when the trans is cold. My trans fluid is changed twice a year and the cables are adjusted at the same time as part of my track support relationship with my shop. Someone along the way probably blew a few 1-2 high rpm shifts and now the syncho doesn't quite synch as well as it originally did. As the fourth owner, hard to know what happened before I owned the car.
With all that being said, after 102,000 miles and 25 track days per year and an engine that still runs like its brand new, I have no complaints!
