In the winter your engine oil is a bit thicker and if you don't let your engine idle for at least a minute or two before you step on the gas pedal then the engine oil may still be a bit thick and not flow properly through the engine which can cause the engine bearings to fail and other components of the engine to fail.
You could have a spun rod bearing as a result of not allowing your engine to warm up for at least a few minutes.
I always allow my engine to warm up for at least a couple minutes before I drive on down the road because that allows the engine oil to heat up and get a bit thinner and it also allows enough time for the heater in the vehicle to get warm enough to keep me warm.
I allow the engine to warm up while I either scrape ice off or go inside and do something for a few minutes.
By that time the engine has warmed up enough to allow the heater to work and allow the oil to thin out enough to lubricate the engine properly.
You could however just slowly drive the car for at least a mile or two while allowing the engine to warm up enough before you drive at higher speeds.