My '95 Jeep Gr Cherokee intermittently starts in 3rd?

I can shift it down to 2nd but not 1st and no overdrive. If I shut it off and re-start, between 1 - 3 tries it will start out in 1st and drive/shift perfectly. I never know each time I start whether it will be in 1st or 3rd. Changed filter and fluid. Slight black 'soot' but not alarming. Modulator? vacuum? electronic?