2004 BMW 330 Transmission

I have a 2004 BMW 330i that I purchased about 9 months ago pre-owned with approx 45,000 miles. From the time I purchased the car, there has been an issue with the car going into the drive gear only when it is first turned on for the day. If I reverse and then go into drive it can take about 10-15 secs to catch into gear. If I just put it directly into drive, it seems like it can take a little longer to catch the gear. When this happens and I hit the gas, it just revs. I have never had the problem after the first turn on of the day. And while it did not seem like it happened every time I turn the car on originally, it now seems like it is every time. One thing to mention, obviously this was a low mileage vehicle when I purchased it, and it is now not an everyday car for me either. Any thoughts on what is causing this and if this could leads to a larger problem with the drivetrain or the transmission? The problem itself is something I can deal with, of course until the car just does not go into gear.

Thanks a lot