Vehicle starts and shuts off immediately

Hello; impossible to say anything for sure via the Internet. If I had to start somewhere, I'd have to guess that you have an immense amount of air coming into the engine that the cold engine fuel and spark can't keep up with. A stuck open idle air control valve could do this. The fuel pump / system could be in question if no fuel is hitting the engine. And you could have a lack of spark too. It takes hands on testing to figure it out. Good luck!