I have noticed that in cold weather, my M6 doesn't shift really well into second and third gear for the first few minutes of driving. It takes a little bit longer for the gear to engage and it seems almost like the gear kinda rattles (you can feel it in the shifter) as you engage it. At first I thought that the syncros were screwed up, but it goes away after a few minutes of driving. My buddy says that it is probably the fact that the gear oil is cold and too viscous to coat the gears well, but then as you drive it heats up and thins out a bit. This sounds like the problem to me, but is there anything like an additive that I can add to the gearbox to help fix this? I can't imagine that this is very good for the gears. Has anyone else had this problem?

Its a problem with most transmissions if you live in a colder state, you can try revving the engine a bit to both warm it up, and get the sncros to line up better.

Its always a good idea with ANY car, when in cold weather, to start it and let it get to operating temperature before you drive it. Tolerances in the engine and transmission are much closer when they're super cold. Wear takes place at an accelerated rate if you "drive it normally" while the parts are that cold.