My transmission sounds noisy

I have a manual transmission tsx and have noticed a wierd noise when I drive my car early in the morning a few minutes after I start it. When I put into gear and start off, it sounds like a knocking noise like a diesel engine knocking sound. The knocking speeds up as I drive faster but also at the same time disappears at higher speed. But after I have driven the car for a while, the sound is gone. It sounds like that my tranny isn't lubed well and that as I drive it get more lubricated??? Or maybe the sound goes away when it warms up. But I haven't noticed this before and my car has now about 5800 miles. Anyone have any ideas?