1999 LINCOLN CONTINENTAL WHEN COLD STARTS HARD AND RUNS ROUGH FOR TWO OR THREE MINUTES THEN SMOOTHS OUT. USES A LOT OF GAS IN IDLE OR ON THE ROAD ABOUT 12 MPG. CHECK ENGINE LIGHT COMES ON SAYING "SERVICE ENGINE SOON". WHAT CAN IT BE?

I would replace the oxygen sensor (or sensors).

Need year/make/model/mileage of vehicle to provide a more specific set of troubleshooting steps.

When was the last tune up? Hard starts when cold are usually caused by fouled spark plugs, worn plug wires, or weak ignition coils. Fuel systems are not as effected by temperature changes as the ignition components.

Start with the simple things check for dead plug

The idle valve is the most common problem for hard starting in cold weather. I would recommend having it removed and inspected for contamination. Sometimes they can be cleaned out. If it has heavy carbon buildup, you may have to replace it. (if the idle valve is removed, the shutter inside should easily move when you rotate it from side to side and you can also look at it with a flashlight for a visual inspection.

Water in the gas? Get a bottle of heat and pour into gas tank

There are probably varnish deposits in your carb. Go to the auto parts place and see whaat the guy at the counter recommends.

Have you checked the fuel pressure regulator for leaks into the intake

you need to have the codes checked to know what direction to start repairs,Autozone does this for free

You have a faulty TPS (throttle position sensor). It controls the idling speed for all conditions i.e.cold, warm, AC on It's not uncommon for a TPS to work perfectly under one condition and fail under another for instance, it will idle fine when cold but once it warms up you need a foot on the gas to keep it running. Best of luck with your problem.
Greg

you might wanna use a thinner lighter oil