When I get in the car and the steering column lowers it shakes/judders as it lowers in to place. It doesn't do this when exiting the vehicle. It is also more noticeable in really cold weather (-20-10 degrees). Anyone else experienced this?

 

It's probably just because it so darn cold when you first get tin the car, but when you get out, it has warmed up a bit. Maybe it could use a dab of grease somewhere, but I wouldn't worry about it too much if t only does it when it's that cold. Heck, I shutter a bit too when it's that cold and I have to lower myself down into seat.