Running Rough

I am a new member to forums, but have used information from here before.
Hoping you guys can help me figure out what is wrong with my 2001 Golf TDI

Recently, I am experiencing hard starts. By this I mean it takes me minimum of 2 tries to get the car to start.
This involves me holding the key at start letting it try to "turn over" and rumble to life. Once it starts it splutters and coughs a bit and then starts to normalize itself out.
In addition to the rough start I usually get a big puff of grey smoke on the first start of the day (not dark but light grey).
Lately now when driving it sometimes feels like the RPM's aren't correct.
And sometimes when I shift between gears (typically 1st -> 2nd) my RPM's seem to drop faster then they should giving me a "lurch shift". I changed my oil, fuel filter, and glow plugs in early september.

Any ideas on what sort of problem this could be?

There's a 'Sticky' in this 'TDI 101' section called:

"Car won't start troubleshooting". Try there first.

It sounds like the typ. Diesel start in the cold morning. Is your car park outside overnight? What's the temp. in the morning? If there are no other problems, then install a coolant heater and plug it in to a wall timer for 2-hrs.

stupid question....you are turning the key to 'run' and waiting for the glow plug light to go out, right?

No. 04slvrJetta I am trying to let it start after the glow lights go out. It turns and turns. Then second or third try it starts with some serious coughing and spluttering at ~900 RPM

And yes T D I Power its parked outside and i have a coolant heater but have not had time to try it out to see if it fixes this problem

And thanks oEo i will check that sticky out.

It just seems like it isnt getting anough fuel cus if i dont give it some with the pedal it wont go

imGellin said:

No. 04slvrJetta I am trying to let it start after the glow lights go out. It turns and turns. Then second or third try it starts with some serious coughing and spluttering at ~900 RPM

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I hope I didn't come across in an insulting way...just saw 'newbie' and thought maybe you didn't know.

I don't have any personal experience with what you're experiencing, but have read many, many posts on check valves causing slow starting. Good luck to you!