An engine knocking noise may occur at 1500-2500 RPM when engine is first started in cooler ambient temperatures. The noise has been described as piston slapping and/or pinging. A possible cause is carbon accumulation in the combustion chamber.
Make sure engine has 5w-30 motor oil and the correct Mazda filter. Complaints sometimes occur after the first oil change.
The noise could be the result of carbon accumulation in the combustion chamber. In order to accurately check for this try flushing carbon from cylinders using MAZDA TOP ENGINE CLEANER part # 0000-77-2025.
If noise disappears at next cold start, the problem is related to carbon accumulation. If noise does not disappear after carbon flush inspect mechanical components for noise i.e. water pump, timing chain, balance chain, oil pump etc.