mine did that when I first got it brand new. When I took it to the shop they told me that 1st to second is just a tall gear and that there was nothing wrong with the clutch. Mine used to make a creeeuunch...thud sound and the bike would get unstettled as it got into gear. I switched out to my shfiter to Moto GP and that helped a bit but I still use the clutch from 1st to second but not for the others. I also shift at a higher rpm around 9 or 10 on the street, 11-13 on the drag stirp that helps a bit.
the only time i hear it thump or grind is when i down shift from 2nd to 1st and only sometimes. its normal though and nothing to worry about. I have owned around 14 motocycles and all of them shift a bit rougher between 1st and 2nd.
next time listen to that harley that pulls up to the stop next to you..when he/she puts it into first it BANGS in.