It's amazing how many newbie drivers see steam from their exhaust on an autumn/winter morning and go jumping to conclusions of blown turbos and head gaskets. The internet is mostly to blame for this I think. Just look at the first few replies to this thread.
I agree with this man +1
It takes ages for things like exhausts etc to get up to temp to dry off any condensation that has developed overnight, a car sat idling will take ages to get all the parts up to normal operating temperature, (even if the coolant gauge is reading normal the exhaust etc won't be), they may never get properly hot... not like driving the thing.
Also when starting from cold your car starts differently than from a warm start.... the SAI system circulates warm air from the exhaust back into the intake.. it also changes the camshaft timing to help cold running / bringing the cat up to temperature more quickly (which makes it more efficient)
The SAI system doesn't work at every start, mostly just cold mornings etc, you may notice a fan noise / rumbling from behind the radiators.
If it's not using coolant / oil then it's probably fine.
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