This is exactly what happened to me when the headgasket started to develop a small leak.
I never, during any of the nearly 2 years of having the bad head gasket, saw any smoke from coolant or oil. In the beginning, just coolant was leaking into the cylinder, and causing a detonation type environment. This caused me to go through a sparkplug or two. The leaking occured when the engine cooled down, allowing coolant to leak into the cylinder (3). This caused me to misfire upon startup 80% of the time. As time went by, consumption increased, in coolant and then oil, and so I replaced the headgasket after viewing shine-back in cylinder 3 (fluid in the cylinder).
Is it your headgasket for sure? No.
Could it be? Yes.
Possibly other things, too? Yes.
Just take a look at the pistons through the spark plug wells with a flashlight. If you see the light reflect back, then you have fluid in the cylinder, and that means a new head gasket at some point. (these engines are crazy)
Like I said, I let mine do it for probably too long. Buuuut, she's ok!
Also, how many miles? Have you done the headgasket already? Are you or have you ever gotten any MIL codes? Mine kept creeping up a cyl3 misfire code (0303), but only occasionally.