1. Some aspects of this are normal. These transmissions hold second gear for a while after a cold start.
2. Have you checked the fluid level?
3. Check the archives for how to deal with a check engine light. You're in the 'lucky' group that has a button and LED to tell you what's going on.
Maybe it's a semantic thing but why do poeple ask how to turn off a check engine light rather than what caused it? Turning off the light doesn't make a problem go away.