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First question: when I tried to shift into first, sometimes it wouldn't go in. I had to pull the shifter back to neutral and then try again. It wasn't grinding or anything, but I felt resistance. Is that normal?
Normal. You get used it. 1st gear is only used for taking off from a start.
Second question: the shifts never felt clean, meaning I always felt little "clicks" while shifting into gear. Is that normal?
You do get some sensation of the synchros and dog teeth, but it shouldn't feel bad. The shifts (beyond 1st) should feel very good, very direct and mechanical. It's not smooth like butter like a commuter car, you do get some sensation from the tranny. It's somewhere between a super-notchy shift like a GT car and a smooth commuter car.