My Windows XP, SP3 sometimes fails to load the first try first thing in the morning when the CPU is cool, maybe even cold (I have a setback thermostat). I'll get that black-with-white type screen that has highlighted "Start Windows normally." After 2-5 tries, it does finally load and everything is normal after that.

I have noticed that if do a Restart at the end of a session (usually after 2-4 hours of continuous computer usage) Windows always loads first time, every time. Is there any connection between Windows loading and CPU temp?

One way to test your hypothesis is to see that the PC stays warm over night (Because another issue could be extensive off time which allows a bad capacitor to lose its charge slowly during the off period). Raise your thermostat for an evening (For Thanksgiving evening?) or bundle the equipment in thermal barriers after turn off. Did this happen in the warmer parts of the fall? How old is the internal battery? If you go in, try reseating the battery to get sure fired connection.

Someone else suggested that CPUs actually like cool temps and a more likely culprit was the hard drive trying to start up (and maybe an early indication of possible hard drive failure down the road). Mine is three years old. I haven't noticed any "clicking" sounds, but I haven't been paying close attention to that. Will listen carefully if this happens again.

It sounds like either a hard drive problem or a memory problem. Hard drive is favourite though. When was the last time you did a de-fragmentation? Files on the drive are not stored in sequence. They are put where ever there is room. There will be a bit here, a bit there and another bit way over on the other side hiding in the corner. Doing a de-frag via 'Start', 'Accessories', 'System Tools' may help to sort out the problem. Also, get rid of any junk files before you start. This will free up quite a large amount of space. If you have two hard drives fitted, as I do, use one for Windows and any other start up programmes and the other for every thing else. As with a home, a bit of housekeeping every week helps stop the rubbish and dirt from getting too bad.

I just did a defrag and do housekeeping of temp files frequently (no difference in this problem).

Another suggestion I received was a marginal power supply that is not powerful enough when cold but OK when warm. Mine is three years old.