The numbers on the bottle are like this: first number is when the engine is cold, and the second when the engine is hot. 10w-40 for example the 10 bit means that the oil must have a certain maximum viscosity/flow at low temperature. The lower the "W" number the better the oils cold temperature/cold start performance. The 40 means that the oil must fall within certain viscosity limits at 100 degC, again the lower the number the better the performance at temp.
Basically when the engine and oil are cold two things happen, engine tolerances open up by a nats knacker, and the oil becomes thicker (read molecules move closer together) so that it cannot pass through the micron thick gaps that open up.