What causes knocking in the engine of my 2003 Forester when it is cold? Is it hamful to the engine?
Is your oil level correct? Has it ever been run low?
Has all maintenance been done on schedule?
Are you using the required gasoline octane?
Those engines are known to get lonely, especially when they’re cold. Next time it knocks, ask it if it want to come in.
It is very possible that you are simply hearing piston slap, which–supposedly–is not harmful. I would suggest that you park your car at the mechanic’s shop overnight, and go back in the AM to start it while the mechanic listens.
If he confirms that it is piston slap, then there is probably nothing to be concerned about. If it is not piston slap, then start saving some money for repairs.
All knocking is caused by shock waves, and until one determines exactly what’s causing it, the knocking should be assumed to be potentially harmful.
The answers to Lions’ questions will be important clues to finding out the source of the knocking. I would add where you live as a clue. When I lived in North Dakota I found it took a lot longer at subzero temperatures for everything to start working normally.
You need to define the knocking a bit better. Present all the time, goes away in 10 seconds or does it take 20 minutes, etc.
Oh, and BTW, a GM study recently determined the cause of all engine knocks to be overly aggressive hearing aids.