First off I tried searching and the search came up with a number of results.

Has anyone experienced, specifically the 2006 TL, in cold weather on start up it sounds like a whining sound coming from the alternator or somewhere near it.

But once the car is warmed up, the car drives and sounds normal.

Is this normal?

 

Probably tension pulley - Rt side engine bay.

 

It's probably the Power steering TSB and no it is not normal operation. The O-ring on the inlet hose to the pump goes bad and lets air in causing the whine. There is a full write up on it in the 3g garage section, very easy fix if you do it yourself. Also check the inlet hose itself as the original one can have cracks in it too.