I just put in a used AM/FM/6 Disc CD player as when it get cold out the radio turns on but no audio until the dash get warm, can't get a code so I replaced the original one.
This one is the same unit, just had the local dealer unlock it and the radio plays okay. The CD player accepts the CD's but all that happens is that is says "Initializing" and won't play just keeps says this. Did I get taken over the coals or is there some way to program this or is it back to the dealer?
2005 Chevy 3500 dually 4x4 is the vehicle in question

 

Sounds like your player is bad. Multi-CD indash players are super sensitive to handling - it doesn't take much to render them inoperable.