High idle helps it warm up faster and get some heat in the cylinders to prevent cylinder washing. You should step on the throttle every time you cold start anyways I always push half to full throttle depending on temperature when cold starting as instructions can be found on the visor stepping on the throttle will also engage high idle as soon as it starts and gains rpm let off though. If the high idle is working the advance should be too you can test it by unplugging the advance wire on the injection pump when the high idle is active (advance wire is furthest single wire back sticking up out the side of the injection pump) the engine should sound more clattery with it plugged in and less clattery with it unplugged but its tied into the high idle so that needs to be on. The high idle and advance are deactivated when the engine hits roughly 100 degrees. The high idle can also be wired to a toggle switch to manually control it thats what I do on my trucks and on cold days I will leave it on high idle the entire time I let it warm up or if I leave it running in the cold weather.
