Try this (I assume your cell is called variable)
idx = cellfun(@(s)strncmp(s,'P',1),variable)
newCell = variable(idx);
note that strncmp function is case sensitive so be sure you have 'P' and not 'p'. If you want to detect both lower and upper case p, use this command
idx = cellfun(@(s)strncmp(s,'P',1)|strncmp(s,'p',1),variable)