Hi, welcome to jA.
You'll need to check the level and condition of the powersteering fluid first. If there is a minor leak and the fluid falls past the minimum, the power steering pump cannot operate correctly. As the engine and pump warm to normal operating temperature, the fluid will thermally expand, and allow correct operation. If the fluid level is correct, but it is dark in color (black or brownish) it may entail a failing powersteering pump. If the fluid is good all around, have the belt tension and condition inspected at a quality facility. If the belt is worn it can "slip" upon engine starting cold and cause the pump not to operate correctly as well. If all the items above check good, than the power steering pump is assumed at fault, possibly due to internal failing seals, causing a loss of pressure when the engine is cold.