I recently bought an '81 300D for my daughter. You had to turn the ignition switch slightly counterclockwise after starting to make the climate control system work. I replaced the ignition switch for about $16 and the problem went away.
Remove the instrument cluster to get to the electrical switch which is screwed to the back of the lock mechanism with three screws. Wiggle your switch and see if this is your problem, if so it's an easy fix.
'84 Euro 240D, 516K miles
'88 300E 5 Speed
'81 300D Daughter's Car
Over 800,000 miles in