They do that when they get old. Remember, apply pressure for Reverse is higher than apply pressure for the forward gears. By all means do basic service on the trans if it's been awhile (fluid, filter, band adjustments) but you can avoid having to think about it or spend money on it for quite a long time by just changing your cold-start technique: put the car in Neutral (not Park) as the first step. Then start up the car, fasten your seatbelt, turn on the radio, get ready to go, give the accelerator a kick to idle the engine down, and then shift to Reverse. You'll likely find it engages straightaway. The difference between Park and Neutral is that in Park there's no fluid flow to the torque converter, so it's not filling up (having drained down overnight) until it's pulled out of Park. By shifting to Neutral first, you're filling up the torque converter so when you hit Reverse there's no shortage of fluid pressure available for application.
