Motor turns as if it was going to start, but it doesnt, when cold first time in the morning. I wait for about 5 minutes and the check engine light goes on, and the sound of the electrical gas pump is heard. then it starts. after that, during the day it is ok, unless it is not used for a long period. then I have to do the same procedure, though it takes only a couple of minutes.

SOURCE: jeep cherokee with a 4.0

Lots of clanking when first started sounds like a worn rod bearing. Check the engine compartment and rev engine to listen for knocking. It will get progressively worse as time goes by. Nothing to do except buy/install new crankshaft kit from autozone, about $300+.

In the mean time, just change oil and put in some oil additive to lessen the knocking. High speeds will accelerate the wear of the rod bearing. The rod bearing is installed inside of the piston rod. This bearing goes around the crankshaft. It has very tight tolerances down to the thousands of an inch. When it gets worn, metal will flake off of the soft bearing material and contaminate your oil more. If you catch it early enough, you can replace the bearing without too much trouble. Here is what you need to do.

Find the bad bearing. If you hear the knocking with the engine on and under the hood, disconnect a sparkplug. If the knocking goes away, that is the bad bearing. Do this disconnecting/reconnecting until you identify the bad bearings. Now disconnect battery. Next loosen drive belt- done from steering pump. Loosen 2-13mm bolts on back, one on top and one on bracket on bottom. On bottom right-hand side of pump will be a long adjusting bolt. Loosen turn this bolt counter clockwise to loosen drive belt. Now jack vehicle from the frame, vehicle will raise but tires will remain on ground. keep going as high as your jack will go. Install jack stands on frame. This extends your suspension and keep body raised. Drain oil, remove steering damper. It's the shock absorber looking thing connected to your tie rods/center link. The easiest way to remove the oil pan is to get a 3/8 inch socket adapter for a cordless drill. The bolts will come out in a hurry if you do this. Keep track of where the double sided bolts are, they secure the fuel line brackets. After all are removed, wiggle, tug, and pull pan out. Now you will see the large main caps and the rod caps. The mains are bolted to the block and the rods will rotate up and down with the spinning of the crankshaft. Spin the crankshaft to see. Each bearing cap needs to be marked. Use a center punch and hammer to mark from front to rear. 1 mark for rod cap 1 and so forth. You should end up with 6 marks on rod cap #6. Do the marking on the front side of the cap so you know how it fits back. Remove the rod caps that corresponded to the bad bearing identified earlier. Remove nut on cap. Wiggle cap back and forth until it comes loose. It will eventually come out. Inside the cap, you will see the bearing. It is basically a liner for the cap that rides on the crankshaft. there is one on the top of the rod too. Remove it by pushing rod up into cylinder and pulling it out with your hand. Ensure you remember the orientation of the bearings. One side has a notch, the other has a key that fits into a hole on the rod. Now you have the bearing in hand, check for scoring, or wearing on the face. Check the web for a nice color picture. Feel the crankshaft bearing area with your finger nail. It should be smooth and not ridged. Purchase some plastigage along with a standard .000 bearing. Clean rod surface, install new bearing and plastigage. Tighten to torque. Remove cap and measure plastigage for your oil clearance. Now you can purchase the correct bearing to match your oil clearance. If you don't have a repair manual, now's a good time to get it. It has bearing tolerances for you to get the correct bearing. After you have the correct bearings, use oil additive to grease up the new bearing/crank surfaces. Put everything back together, put some quality magnets inside of your oil pan near the drain hole and cross your fingers.

SOURCE: Starting Problem with 1994 Jeep Grand Cherokee

Assuming I understand your problem correctly, it sounds as if the car will only start once the check engine light comes on.  The check engine light is controlled by the PCM (powertrain control module; or computer) which is also responsible for basically all engine operations including fuel delivery, ignition, emissions, and so on.  If this light is not coming on, it means that the computer is not getting power.  If the computer is not getting power then it won't start.  The fact that you hear the relays click on when the light comes on is another indicator the the computer is not getting power as it also supplies power to the ASD (Automatic Shutdown Relay) which in turn supplies the power to the fuel and ignition systems.  Check the ASD relay located in the power distribution center, if it is the same relay number as another un-important system, then swap it out to see if that helps.  Make sure the plugs going into the computer are tight.  The delay in the power going to the PCM sounds like a stuck relay, have someone tap the relays when the light is off to see if comes on.  It is also possible that the PCM itself is failing.

SOURCE: electric fuel pump on 1990 cherokee, 4.0 liter won't turn on.

A delay in fuel pump may be due to either a "lazy" relay or an insufficient ground (fender, firewall, or pump itself) It could also be a poor connection at ignition switch. However I took a look at the wiring diagram I have and it seems that there are several items connected to the power supply for the pump, which I see no real reason for even being on that circut at all. Have you tried a code check?
Only thing other that I can think of would be the anti-drainback valve in the pump, but the pump should come on and re pressurize the system, not fail to run, even if the valve was bad. To find your problem, you are going to have to do a bunch of testing, till you get an idea what is happening. Just don't assume anything is good till it can be proven to be good.
I know I have not "cured your problem, but I hope I've given you enough to go on to begin testing.

SOURCE: My jeep has had trouble starting. It turns over

The check engine light should be on--rent a scanner and read the code(s). Pursue all clues. 'Pumping the gas' has no effect on a fuel injected engine--only older ones with a carburetor. Sounds like the starter solenoid may be clicking, but the starter motor is not turning. First thing to check is (using a voltmeter or test light) to see if power appears at the starter motor terminal when the key is turned (you need an assistant). If no power appears, the heavy contacts inside the solenoid are bad. I built-up a badly eroded contact in '96 Dodge Caravan starter solenoid with silver solder (from a welding supply) and it worked great! Next, push all fuses and relays firmly into their respective sockets--Jeeps tend to shake things loose if taken afield. Clean the battery connections with a special (but not expensive battery cleaner wire brush). Apply anti-corrosion grease (from an auto parts house) to both terminal and posts. Wash your hands afterwords to prevent strange holes from appearing in your clothes. Make sure the battery is fully charged. If you need to fiddle with the ignition switch to get it to start, the switch may need to be replaced. They do wear out! This should get you going, but there may be other problems--stay tuned!

SOURCE: 1995 Jeep Wrangler 2.5L Fuel Pump/Check engine light

Could be one of several items...I'd check the fuel pump relay, auto shutdown relay and the ignition switch itself. I'd bet on it being one of those relays but, we all have been fooled at least once!!! I'd also make sure that body and engine grounding is good and clean. Relays can't work properly without a good ground.