Yeah, my guitars find they need to get the player warmed up a bit before they can really start sounding good :lol:
I used to feel exactly the same as you, and BigB with the adjusting to different guitars thing, but reading this thread has made me realise that this has changed for me over the last year or so.
If a guitar is physically cold to touch, yeah, I can feel some obvious differences until it warms up a bit. But tonally, they don't seem to improve on me anymore.
I tend to have days where I switch guitars a bit. If the first one I pickup, guitar A, doesn't do it for me, I put it down and play another until one of them jumps out at me or my wife tells me it's time to do the washing up or something... But on another day, maybe even weeks latter, and no-one has played it, I'll pick up that original guitar A, and it's blissful from the first moment.
So, ummm, yes, I do think it's mostly our imagination, and like adem says, our ears are part of it, but I really would like there to be something happening in the instrument as well (otherwise, on those days when ALL of my guitars sound dead, it would mean it's my fault!! :lol:)