I have a 05 Colorado. It has the same revving sound when it’s cold. It sounds like the fan, it lasts until it shifts to 2nd. Mine has done it since 2005. I recommend Led Zepplin to remediate this problem. Turn it up to 15 or so and the sound goes away. I also use black electrical tape for the check engine light. As far as I know, my truck is running fine.
Ever thought to pop the hood when you start it and look to see where the noise is coming from?