The EGR should never be operational at idle, cold or warm. if the valve is stuck open during idle it can cause problems and throw codes. when mine got stuck open I could barely keep the truck running below ~1500 RPM.
its a often misunderstood little gadget. these other guys will be more helpful on the parts and pieces of your EGR setup as I'm more familiar with the 96+ setups. but here's a quick EGR 101 to help explain how it works and what its used for.
Basically once the EGR is at operating temp and certain conditions are met (no idle, no WOT, basically a stable driving condition like freeway cruizing), then the EGR opens and recirculates exhaust gasses into the intake manifold. Since the exhaust gas is basically inert (containing little to no oxygen for use in the combustion reaction), then this unusable gas basically takes up space within the cylinder/combustion chamber and reduces the amount of oxygen that can be drawn in.
if we assume that the engine is running perfectly and the combustion is fully stoichiometric, then when the EGR is operating are displacing oxygen out of the combustion chamber, then that makes the reaction rich (i.e. the oxygen is the limiting reagent instead of the fuel). this little bit of richness cools down the combustion reaction (rich combustion = cooler, lean combustion = hotter), this cooled combustion reaction produces less oxides of nitrogen (NOx) which is the EGRs main purpose as an emissions device.
in addition to being an emissions device, it also has some side effects, some good, some bad. the good is that since the EGR can effectively reduce the cylinder displacement while keeping compression, some of the more sophisticated EGR setups can adjust and introduce less fuel at the same time (but still keeping it on the rich side of the reaction for emissions), this can produce better fuel efficency while it is activated. the bad is that the exhaust gasses are dirty. and if you've ever opened up and looked in the intake manifold of a vehicle that has run EGR, it is nasty in there (though the EGR is really only half the cause of the intake nastyness, the other half comes from the PCV). and if it malfunctions, it can cause all sorts of gremlins. the main one I've seen is that it makes the truck run horrible at idle and just off idle, but can also cause a whole host of problems.
so in the end, if its causing you problems, you really either need to fix it, or completely remove it because the problems will just get worse if you just leave it.
sorry for the long post, hope it helps clear up its function a little bit