Smoke & Mod question

[Power7.3Stroke]

Truck: 2000 crew cab F250 PSD 210148 miles used for work and fun (more like less fun more work) construction was the work so road and off road driving. 1 mod changed the stock air filter for AFE (i bielieve stage 1) with the cone filter.

Ok now for the smoke question I move from Florida to Minnesota roughly 1750 miles 5 fill ups at about $70 per tank non stop (for those who want to know mpg and cost) truck ran great all the way here no problems.
i get here im freezing my nuts off and truck wont start (after sitting over night) now i know the cold is the reason it wont start and i have read here in the forums people have trouble at 50+ degrees with cold, but im talking -24 plugged in too ,didnt want to start for 3 days temps between -10 - -24 today i wake up -1 go out to start the truck cranks up no problem tons of smoke poors out of the exhaust (after about 15 minute no more smoke) is this fuel burning off from trying to start it thos 3 days? also would like to know if GPR or plugs could be problem for 3day hard start
also i have a dusted turbo but i believe that is from having the stock filter and 210000 miles, doesnt look bad. Mods i want to do upgrade (trbo & exhst 1st) turbo,ehaust,chip,injectors ect... need to know what is best for the buck also need to know if any internal work is needed to get mods or will be ok

[Power7.3Stroke]

why dont i have the thick black smoke any more is that the new fuel????

[99bigred]

you should check your glow plug relay and get some anti gel in the fuel. you can get alot of hp and torque out of these motor without changing internals. injecotrs would be the first "internal" (since there under the valve cover) part you would have to change if a chip, exhaust, and turbo wast enough for you.
good luck