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Time to use a tool designed for: finding exactly where the noise is emanating from.

10 bucks on amazon..... get one and post back what you find out.

automotive stethoscope

 

Sounds like the hydraulic lifters filling with oil from a cold start. the fact it goes away after a few seconds seems reassuring.

That being said, it really needs a proper diagnosis starting with where the sound is coming from.

 

If you listen even with the poor positioned audio it is not from the upper or head. If a lifter(single not multiple) did bleed off during the engine cycle from last start they actually make a much differ sound and it would also be accompanied in most circumstances with a slight miss fire on that cylinder, but not enough to generate an engine check light, but it is possible there may be a DTC pending?

 

I should add that as usual in "help me" threads started by members the OP in this thread did not post the engine size....so I don't know and don't want to assume if this engine has a balance shaft assembly?? It really is helpful that when members on any forum ask for help to give all the detail like year, model engine size and type transmission!

 

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Ok see this is better. That sound has my wondering about the balance shaft assembly. I did not say it was only making one item that is more in the location of the sound from your video.
I did see that your engine size may be a EURO only IDK there is no information in ALL-DATA about it. Need to c ask with Grime Reaper and see if he has MAZDA info on it?

Oil is not really thicker and thinner but rated in viscosity.
An often misconception when burning or losing oil is to use a higher viscosity motor oil actually you want to use a lower viscosity. While you did not say which you switch to it could have had an effect on a well-seasoned engine starting up cold?

Engines don't "lose" oil it either leaks or burns, so which is it in your case?

 

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I never said that. You don't "lose" oil you are either burning it or it is leaking. If there are no leaks and you only went from 5W30 to use 5W40 that not exactly extreme and I doubt it had any effect at all on your issue?
If you are consuming that amount of oil then you would have some degree of smoke but more notable under acceleration. If you are using that must oil going through the engine you will eventually have CAT and carbon problems.

But keeping up on your original question about noise at start up those are not really related.

 

We call it........... TOO THIN or TOO THICK OIL