I have a 1998 GMC K1500 with the 6.5 liter diesel,when I start it and start to drive away,it sputters and sitting at a stop sign,it sometimes stalls,or launches forward,it seems like a fuel issue,but as soon as the engine is fully warmed up it runs perfect,is there some kind of cold starting circuit or sequence that's not working?? There was one code up for the MAF sensor,I replaced the sensor and reset the codes,there are no codes now,whatever this is,it doesn't put up a code

 

With a diesel, you should always allow the engine to warm up before taking off. But to answer your question, You might have 2 or 3 glowplugs not working.

 

Do the glow plugs stay on once the engine starts,I always thought that once the engine started the glow plugs went out??

 

Your previous thoughts are correct. The glow plugs warm the cylinders prior to starting. Once the "Glow Plugs" or "Wait to Start" light goes out, the glow plugs will not come back on. That is of course, as long as there are no wiring issues.