[Silver']

Front or rear?
Sounds like the caliper itself is holding the brakes on. Often the piston will be unable to retract within its bore inside the caliper body but when everything is cold and the metal contracts the wheel still turns freely. If it's only one wheel then look at this, if it's both wheels (or even all four?) then master cylinder is the place to look. Crack a line and if fluid flow out with any pressure at all then it was holding the brakes on - only do that test if you know how to bleed your brakes though.

Fix for a tight caliper is to reco with a kit, but you may need a new piston too.

Really should find the money and have it looked at by a professional.