Rudi has you're suv got glow plugs or not.
some of the 2.6 models did not have glo plugs.
my bil has 2006 also no glow plugs and it smokes a bit with cold start.
could also be calabration of diesel pump or dirty filters.
if its serious amount of smoke get it checked urgently but only miner when cold , nothing will happen , just cold start without glow plugs standard i would say in winter.