I have a 2005 mercedes and since its been cold i start it and let it warm up for 5-10 minutes when I put into gear it shakes and then dies and keeps doing it after i keep starting it ??
I can’t offer a guess on what the problem is, but running the engine for 5-10 minutes is not when it is cold is hard on the car. It is not likely to destroy your car, but it is extra wear on it. It is better for the car, and it will warm you up faster also to drive at your normal non-highway speeds.
Depending on the temperature, I agree.
However, with the temps we’ve gotten the last couple of days (below 0) I’ve been letting my car warm up for 10 minutes before I leave work, so that the seat heater can warm the leather before I stress it by sitting on it, and so that the windows aren’t blocks of ice. It may be a little harder on the car (with the exception of helping the leather), but it’s a lot easier on me 
…anyway…back to the question.
This is like going to the Dr., saying my head hurts when I wake up in the morning and asking for a diagnosis. What does the Dr. have to go on?
Provide the mileage. Provide details on the car’s maintenance history. When is the last time it got new spark plugs & wires? Fuel filter? Air filter? Other stuff? What happens after it is completely warmed up?
Basically, your car is not running well. The engine can’t handle even the little bit of extra load on it when you put it in gear. The place the start is basic maintenance.