Larry and all the others are correct. Have the valves adjusted; battery and charging system checked. Auto Zone, Advanced Auto and maybe some other auto stores will do this free.Change the oil with a lower viscosity. All of these things will greatly improve the starting.
No one has mentioned installing a block heater. They cost about $45. I had one installed for $65(cash)so if you have one put on,check around about getting it installed. If you have one installed and use, it you won't have to worry about starting your diesel even in the coldest weather.
Bill Lewallen Lex.Ky.