I just put in a rebuilt AX-5 tranny in my jeep and I'm having the same problems. Its quite hard to shift when its cold, but after a few miles it loosens up. The problem is definatly the fluid. Check your owners manual it may have a few fluid alternatives for warm and cold weather applications. If not then just change to a slightly lighter weight gear oil. And as mentioned earlier ATF is also a alternative but it may increase wear slightly in a manual tranny.
1992 YJ, 2.5L 4-banger, 2" Lift, 31x10.5 BFG Mud Terrain, K&N Filter, Restrictor Removed, Hi-Lift, Custom bumpers, More to come...