Sounds very much like a dead glow plug or two. Not uncommon and certainly not something that's immediately problematic although in cold climates during the colder months it will effect the initial idle and be difficult to start (within reason). Personally my engine has two faulty glow plugs, cylinders 1 and 5. I've yet to swap them out because living in South Africa and parking the car in a closed garage the climate never gets close to anything approaching cold. Still, it's gonna bite me in the arse one day soon no doubt.
Of c ouse I'm making assumptions here and your vehicle may be suffering from something unrelated but I would suggest getting it diagnosed before making any final judgments.