Weird event after awkward cold start

[Entwicklung34]

Hey, hope someone can shed some light on this for me...

So I get in the car this morning and it's pretty cold (3deg) - I start the car straight away and it comes up with 'preheat' warning or something on the dash. It started but did puff out a bit of white smoke, the kind you do tend to get when it's cold. I'm guessing this is some glow plug problem? Question here is, should I turn to position 2 then wait for the plugs to warm the engine before starting - is that even a feature?! Is there a 'best' way to help the car on a start-up during really cold weather?

The strange part is a while later I started hearing a rhythmic beat down by the passenger footwell, possibly one beat every half second or second or so. Didn't affect the running or anything, but it was annoying - I could only hear it inside the car. If it was my old e39 I would have suspected an inline fuel pump as that's where it sits on that car (not familiar with this one yet). Any ideas? Later, it went away and didn't come back even after several stops at shops etc, but there was a weird 'tingling' sound coming from in the das, sort of behind the satnav. No I don't take drugs in case you're wondering!

On the drive home from the shopping excursion. All was well, no noises, car driving beautifully still.

Gremlins?????!

Any comments appreciated.

[X5Sport]

BMW advise that you turn the key to Pos 1, wait for all the warning lights to cycle, and then crank the engine.  It makes sure the pre heaters have warmed up and also ensures all the computer modules have time to boot up into the internal Comms busses.  Going straight from 'off' to 'crank' is a regular cause of spurious warnings.

To use military parlance, it's best to use 1 - Pause - 2 

[Steamyrotter]

The PreHeat is just telling you the glow plugs are warming up / in operation.
Like the glowplug light on the E39.
You should wait till that goes off then it will start OK (ish for an X5!)

The rythmic thumping is most probably the fuel supply to the Webasto.
(The auxiliary heater to heat up your coolant quicker..)
You probably haven't heard it before as it hasn't been cold enough for the car to request it to run.

[Entwicklung34]

Hey thanks for that info... very useful and will certainly put it into practice.