Neither side actively wanted a Cold War to arise. At the same time, however, neither side was completely averse to having such a thing happen. Both sides thought it was much more important to maintain their own security (as they saw it) than to avoid a Cold War.
As WWII drew to an end, the Allies tried to create a new world order that could work well after the war. They set up plans for peaceful coexistence. This shows that they were at least interested in having a relationship after the war that was not based on conflict.
However, they were not strongly dedicated to this idea. Therefore, the Soviets (for example) did things like supporting communist insurgencies in Greece. They also refused to allow their satellite countries to participate in the Marshall Plan. The Western Allies, for their part, chose to see the communist bloc as an empire that was behind an "iron curtain" and was trying to expand.
At the start of 1945, neither side actively hoped for a Cold War. However, neither side really hated the idea and both preferred that to giving in (as they saw it) to the enemy.