A whole lot of bucking and kicking is what. When a car isn't running, its oil pools in the pan at the base of the engine. By driving a stone-cold car, you're pounding the cylinders before the oil can make its way to the top of the engine, thus running without lubrication. That's a bad thing, and you can feel it as your car protests. Sure, the car warms up and drives fine, but over time the wear begins to show.
Muscles are tough, and a pulled muscle often heals relatively fast.
When muscles cramp they shorten, and the tendons at the end of the line take the brunt of the strain. Tendons are very soft, very painful when they're inflamed, and heal very slowly. You don't want to pull one which is easy to do if you ride cold. Start with a self-massage. Massage isn't nearly as big a deal as it may sound.