Originally Posted by ChrisSlicks

This is common, but more so in the cold. The reason is, with the clutch out, the input shaft to the transmission is spinning, when you clutch in the input shaft continues to spin for a second or two from residual momentum which gives you time to select a gear. When the fluid is cold the input shaft will stop spinning very quickly due to the highly viscous fluid quickly robbing the input shaft of its momentum. When the shaft is not spinning it is a crapshoot as to whether or not it will actually engage a gear.