There is a primary jet on all the designs I have encountered - usually brass, immediately after the tap/flow control. The brass can develop corrosion and the hole shrinks, jet prickers are often supplied with portable stoves to clear the tiny hole, a sewing pin or needle can do the same job though. As the liquefied gas goes through the jet the expansion and change of state causes the jet to cool and it will often cause condensation on it - which then causes the corrosion.
The usual symptom of running when cold is flaring - when blobs of liquid gas go through the cold jet and vaporise when they hit the burner (normally affects blowtorches more than static stoves).
If any doubt about performance - test it outdoors!