Where exactly should the RPMs be on a cold start? I've noticed mine start at about 1900, then slowly go down until its at about 800-850, is this normal?

 

Yeah that's perfectly normal. I've had starting idle as high as 2000-2100 RPM, depends how cold it is that day. In the summer it starts at around 15-1600, I usually let it idle down until it drops below 1000 then start driving.

 

This in normal but as you put more miles on the truck this will slowly disappear.