http://jalopnik.com/yes-warm-your-damn-car-up-if-its-cold-1678251730
So, when you start that cold engine, it's essentially running without lubrication. If you start up and immediately put a load on the engine, things could get damaged. It's just not ready to go. Take a minute or two to get that oil pumping around before putting any load on the engine, and your pistons and camshafts and turbos and other spinning, moving bits will be much, much happier.