My car is a 03 TJ2 3.5 auto.... I'll start by saying yes I've done a search but was unable to find anything so my problem is this....
On a cold morning I start my car and it's fine.... I put it in drive and it does nothing or it takes a good 5-6 seconds to engage.
Also when driving it takes ages to shift from 1st to 2nd but when it changes from 3rd to 4th it drops back to 2nd... Revs it's guts out... Changes back into 3rd then into 4th!!! All that in a space of 2 - 3 seconds. When the car has been driven for a while or it's nice and warm it doesn't do it. It will shift smoothly and drive perfectly but even if I let the car warm up in the morning it will still do it... It only stops after it's been driven for a while.

have you checked the fluid level? mine got stupid on startup like that and it was just low fluid.

also how long since you have the auto serviced?

Yeah I've checked the fluid and the last transmission service was about 2 yeas ago

Dud TPS? Sounds like the ECU thinks you are slamming the throttle wide open and forcing a downshift to second at the wrong time.
Put a multimeter on it (ohms scale) and move the throttle open slowly - engine off but ignition on - and see if you get a smooth change in resistance.