It's either a heat shield that needs to expand and set into place that rattles when it's cold, or your catalytic converter elements that also need to be warmed up/expanded. Best way to see if it is normal or a problem is drive your car/let idle until it reaches nominal operating temperature, shut it down start it up again and see if it rattles, if it doesn't your good, if it does it might be something else you want to get checked out.
I have a rattling sound in my exhaust too, but it doesn't just do it when it's cold/hot. It does it all the time when I'm accelerating at 2k rpms, no matter what gear it's in. It's at about 2k-2100 rpms...have any idea what it is Airbag?
If it's modified might be cats are worn (unlikely unless high mileage or altered A/F ratio) or misaligned exhaust routing. It could be a number of things, rattles can be the most difficult problems to diagnose, that fact that it exists within a certain frequency of the engine sounds like lose parts that have a specific resonance to 2k-2.5k range causing them to rattle, maybe cat(s), maybe close proximity of metal to metal due to poor routing, although close proximity would most likely cause the noise to exist at a much wider range of engine RPM. Best thing to do is get a second pair of ears and have them observe while you pounce on the throttle.
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