What causes this problem? I've noticed ever since I upgraded my exhaust, when the engine is cold, my exhaust really rattles and sounds shitty. I assume it's that heat shield rattle I've read about? Once the engine and exhaust warm up, I dont hear it anymore. Why is this?

 

Because as metal gets hot it expands...

 

Well the reason I'm curious is, when my exhaust was stock, I dont really remember hearing that noise?

 

Exactly. It could rattle now bc the new exhaust uses the same hangers and does not fit as snug as the factory. This is because every jeep is similar but not 100% identical so when they make the kits, they are designed to work, but may not be as snug. To fix this, you can heat the hangers with a torch and bend them snug. This is what exhaust shops do when installing kits.