Doesnt stay running

ok i have a little issue with my 95 pickup 22re 4wd. After it sits over night i go to start it and it starts, rpms jump up to a little under 2 grand like it should, runs for about a second and a half and then shuts off unless i keep my foot on the gas for about 30 seconds. Once ive done that its fine for the day. Even if its parked outside in the freezing cold. Any insight on to what is the cause of this would be awesome. thanks in advance!