Firstly what car, engine year etc...
This could be carb icing now the weather has turned a bit cold and damp. You may still have the air filter set on summer position - there could be a leaver on the air inlet hose which can be turned so that it takes air heated by the exhaust and so will be warmer and stop the carb icing.
Does this only happen when you first start the car? - could be an automatic choke problem.