Hey Eric, I've got a 2000KLR I bought back in October. I haven't had much time to ride though. But in reference to your problem, during the recent ice & snow here in South AR. I decided to get the bike out in the snow to play one evening, (about 34 deg. that day) I let it warm up for about 6 min. when I got on & shifted to 1st it died. I don't think there is any reason for concern. Just cold oil, makes for a thicker viscosity until ample warm up time.
Steve
Emerson, AR
KiLleR 650