Mark, you have an intake leak. The vacuum in your manifold is drawing in air. This causes your idle problems and lights your check engine light. Your exhaust sensor is sensing extra air that doesn't belong there and complaining. The ECM will automatically adjust for slight leaks, but when you exceed that ability, your engine will idle poorly. Cold air is is significantly denser than warm air and may be enough to puch a marginal leak into the problem-causing category. If you're handy, a can of carb cleaner sprayed around can help you find the vacuum leak(s). You will hear the engine speed up when it draws in the vaporizing carb cleaner. With a little work, you can pinpoint the leak and know which gasket you need to replace. Some folks use a propane tank and a hose for this task, but I work in an oil refinery and I have great respect for propane. Gumout works great and cleans stuff at the same time. Also, make certain that your intake boot connections are tight. In my car, the leak was at the gasket connecting the throttle body to the intake. My stealer quoted me $70 for the job, but sold me the gasket for less than $10. If you do nothing, your ECM may be able to adjust for your leak until it gets cold again, but you DO have a problem, and it's not a big deal to fix.