1998 Mazda 626 brakes frozen in am

I live in St. Louis and the weather lately has dropped to about freezing range. In the morning, my 1998 Mazda 626 LX's brakes seem "frozen." I start the car, pump on the brakes a few times (becomes progressively stiffer, then seems to loosen and behave normally). Any idea of what's going on?
 
When is the last time the brakes have been bled/fluid flushed>?
 
I bought the car @ 110,000 and it's up to 127,000. Just had the 125K review - but I don't think they flushed the brake fluid, etc per your post. Do you think this is the problem?
 
Well, it would be the first, cheapest, and easiest thing to check.

Brake fluid absorbs water, as it is designed to. However, water is also heavier than brake fluid. Once there is too much water for the brake fluid to absorb, the water will settle out at the lowest points, such as in your calipers. Then when it gets cold enough to freeze, the frozen water could prevent the brake fluid from moving properly.
 

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