What is that stinky exhuast that comes out the back of my car when it's been sitting cold for awhile?

A car fart, of course.

when really cold more than usual unburnt gas mixes with the regular exhaust (all my cars have done this too until they warm up)

It’s normal in cold weather, like tyrant said, your gas just isn’t all burning. As long as it goes away after the car warms up you are fine. If it continues after it warms up or when the weather gets warm, then you might have a problem. (if it really bugs you you can use higher octane gas, it has less impurities and the gas burns easier)