if first gear is not making that sound or is not resisting if fhisfting from neutral in a parked car.. there is not problem...
it really is what spectra is mentioning...
try to do 2 things..
whenever you find your self inthe same position where the vehicle is slighly moving and you want to engage the first gear...skip the first gear and engage the 2nd gear.. if the car drives through wihtout any jerks or anything... then probably you need to get used to it..as this is a general behaviour of diesel engines and their transmissions..
if the above does not works..as your speed might be too low..or near walking speed... press the clutch... softly try to put the car into 1st gear..dont push..just wait for a slight second ..hold the gear there..till it itself engages..(you will hav to keep a gentle hand..).. remember the car is rolling and walking speed...
if this works without a gurr sound..that means you rushing in to the first gear..which you cant really do in diesel cars..
- if both the above options dont workout.., get your clutch checked for adjustment , or proper pressure..
your hydraulic clutch cylinder or booster might be on its way out..(your car should be reducing clutch oil)