Mine does a similar thing, but only at about 2000 for the first few minutes of driving. Then it settles down to about 500-600. The colder it is outside, the longer it will stay at a high idle. I've asked a few people about it and it seems like the general consensus is it is nothing serious, especially since the problem (at least on mine) follows the same pattern and has never gotten worse. I don't have the drop in power you're experiencing, but it does make timing the shifts a little more difficult b/c the car returns to idle slowly and stays high until I have made about 10 shifts or so. Of course, this is a different engine than yours, so this might not mean much a whole lot for your problem.
