Just when cold I guess...cold being hasn't run in the last 60 mins rather than weather cold. Don't recall whether it did this during warm weather.
As you know, I am no grease monkey, I'm better suited to a soufflé dish than a spanner - but here goes . . .
Two things have been mentioned.
1) thermostat
2) automatic choke
Thermostat:
On a cold start, the thermostat is only partially open, restricting the full flow of coolant to allow the car to warm up correctly.
When the car is warm, the thermostat is fully open, full flow of coolant passes through the cooling system.
Often when cars overheat, the thermostat may be stuck in the closed position, thus restricting the flow of coolant through the system.
The thermostat will not usually cause the change in idle speed you are experiencing.
Choke:
With the automatic choke, in cold weather, the choke opens, it's similar to applying slight pressure to the accelerator while the car is idling.
This allows the car to war up a little quicker.
So in the morning when the car is cold, the choke will open, your idle speed will increase a little.
After a few minutes of driving, the car would have warmed up. If you then put the car in neutral, you should notice your idle speed is normal (as you were accustomed).
So lets say you start the car in the morning (cold) the automatic choke will open, idle speed will increase slightly, you drive to the shop 5 minutes away. You come back to the car (it is still warm) start up, you should notice the idle speed is normal, not as high as it was when you first started.
So I am guessing you are noticing the automatic choke operating how it should on cold starts in crappy weather.
It does seem the idle speed is a little higher than it should be though. Normally would be around 700-800rpm.(manual cars)
The automatic choke, when on, will push the idle speed up a little 900-1000rpm.
You may find the car is using a little more fuel than usual