I never had this problem with either of my D's, however it would be logical to check the ignition switch for a short (or loose wire) or the glow plug relay. My 380SL had a similar problem with the climate control. Sometimes I'd have to jiggle the ignition key to get things going.
Current: '86 420SEL, '81 380SL
Previous: '79 240D, '70 280SE, '81 300D.
Just about 600,000 miles on Mercedes products.