check for burned out glow plugs
What year model do you have? Does it start if you plug in the block heater? There is a computer update from Ford that can be installed to improve cold starting problems.
Most likely your truck has a block heater and you have to turn the ignition on to start the heater up. its that hissing- buzzing sound you hear whe you first turn the ignition on when its cold, that's why the motor emblem on the dashboard is red