325I Rough Idle until cleared
 

I have a 1996 BMW 325 I, 4 Door. When first starting the car, it idles really rough. It idles round until you give it gas and clear it out. It then clears and runs fine.

It will then run fine forever.... This only happens at the initial start. It even runs perfectly fine when driving. Only at the initial start.

Do you have any idea what this could be?

You might see if your idle control valve is full of crap. If the idle is erratic up and down.
They get dirty and need to be cleaned occasionally anyway.

It is common to have idle issues after a cold start while the secondary air pump is running. I still haven't seen a good fix for it other than a software update at the dealer.

Depending on how bad it is cleaning the ICV can help but it can also finish off (kill) the ICV.