my '04 does the same as the OP's. When it is cold out the torque converter does not lock up right away. once the transmission is up to temp all is good.

i have had this happen on several different vehicles. so, i assume it is not harmful if not normal.

 

It's not entirely harmful only until the torque locks out the autobox clutches can slip under hard acceleration so best to allow time for the autobox temp to rise before planting the right foot down too hard under acceleration. As you may know the autobox clutches slip quite a lot when accelerating, towing etc whilst changing up gears hence smoother gear changes in an automatic than a manual, hmmm, or should be

 

ya, it was 20 here in Mesquite. but like near 40ish in the garage. slipped till warmed up to about 180 again.

left the co workers house after work and it was 37, it deff didnt like shifting for a moment. lol but i stopped a few miles away and loaded the back with fire wood and started back up again and it was driving like normal even though the blue tooth torque app read like 140 temps.

so all is well, minus the slight rattle sound as i hit the brakes at slow speeds. i guess maybe i should drain the rear diff and see if its all clean there as i drained everything in early march shortly after i got the truck.

 

Do you only hear this sound when the brakes are applied? 100% sure your driveshafts are well greased? Could be debris in between the dust shields and brakes (All my D2's have them removed).