Its fine to crank it up and drive right off. The important part is that all of the moving bits are getting lubricated. If you get worried about it in the winter just crank your car right up as you get in then by the time you have opened your garage / put on seatbelt / get settled then the car will definitely be ready to go.
Of course dont go banging through the gears while the car is cold, thats a different story lol.
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