mercedes c250 diesel automatic

First thing would be to pull any check engine light codes to help rule out any failed sensors or sensors that are acting up. You might only get a P0700 or a version of this form the free auto parts stores scanners. If this code comes up, you will need to have a better scan tool hooked up. Dealerships or transmission specialty shops will have this.

Next thing you can do yourself would be to check the transmission fluid level and color of the fluid. It should be bright reddish pink when whipped on a paper towel. A dark or burnt color would be an indication of internal mechanical failure.

Since it seems to work OK once it has warmed up, I would lean more toward an electrical issue.