Hi. You should post the issue in the respective Explorer generation subform which is here:
It's also good to give your topic a title that's a concise description of the issue like "Stalls on start without throttle". It would also be good to mention which engine you have, the 5.0L OHV, 4.0L OHV, or 4.0L SOHC, and how many miles on it, and what repairs or preventative maintenance has been done in recent times so we can (hopefully) rule a few things out.
Is this a daily driver or less often driven and is it only happening when it's cold outside? If you have an old tank of lower volatility "summer gas" that could be an issue in cold weather.
Does it crank well or struggling to spin the engine during starting? An old battery can provide barely enough voltage to get a good spark when it's cold or had been sitting a while between running it, especially if you have old spark plugs and wires.
If you have not replaced the plugs and wires in the last ~ 30K mi or several years, and would DIY replace them to keep cost low, that is something I'd try.
Is the check engine light coming on? If so pull the OBDII trouble codes, though even if the light isn't coming on, an OBDII scan tool capable of showing live data, particularly fuel trim or anything else that stands out while running rough could be helpful.
How long will it run if you don't give it any gas? Have you tried turning off the HVAC in case the compressor is a problem? Have you cleaned the IAC valve in the last couple years or replaced it in the last ~4 or so (depending on mileage)? Also try cleaning the MAF sensor.
One common issue besides what is mentioned above is a vacuum leak. Usually if it's bad enough to require what you're doing for 30 seconds, the OBDII data will still show a rich fuel trim after that 30 seconds, though some leaks like the intake manifold gasket might lessen as the engine warms up.
To be clear, once you're past that 30-45 seconds it seems to run fine?