When you first start a cold engine it needs to run rich with a higher idle.
With fuel injection(EFI) you can't use a regular "choke plate", like on a carb, because there are no jets.
So EFI systems use an electronic "choke" run by the computer.
On the 4.0l near the front of the lower intake manifold, by thermostat housing, is the ECT(engine coolant temp) SENSOR, it has TWO wires.
The capitals were used because there is a similar looking SENDER, with 1 wire that is for the dash board temp gauge, both of these are located near each other.
The ECT sensor tells the computer the temperature of the engine, if cold the computer runs the engine rich and opens IAC(idle air control) valve more to raise the idle to about 1,000RPMs
If idle is high on cold start then ECT and IAC valve are working, if this is not the case then either could be at fault.
IAC valve can be removed and cleaned.
ECT sensor can be checked with Volt and/or OHM meter.
ECT sensor is a simple resistance sensor, OHMs are high when cold and then get low when warm, so test cold then test warm.
If idle is high on cold start then I would clean the MAF sensor, this is the main Fuel/Air mix sensor.
And if it has be very cold weather in your area I would test the IAT(intake air temp) sensor, same test as ECT sensor, if incoming air is very cold then computer needs to run engine even richer, but I would think this sensor acting up would effect engine after it warmed up as well.