aznmode

I bought mine used last year and it's always done this in a cold start. But its very mild. Feels like the engine is misfiring a bit. Then about 20 seconds later I hear a 3 second whining sound from the engine. When that stops the engine no longer shakes. I've just assumed this was normal as the car was warming up.

elborom

I think its kind of quick misfire! and it depends what type of fuel you are using the new mb engines are very sensitive for the carbon level .. i had the the same story plus check engine light on and off .. try to use high octane fuel and you'll notice the different from the next morning

w204_Generic

I use 93 octane all the time.
California has 91 octane as highest.
And still hear it

In my opinion, since the catalytic converters are not warmed up yet, you will hear a misfire such sound.
That is why, on any car, the odor of gas is present on a cold start.

This could be related also; condensation in the exhaust from humid climates.
If the "misfire" happens in dryer climates, then I would guess I am wrong about it being condensation.