Whats up First Gear?

That's normal. The problem is the syncros in the tranny, which are gears that match the speed of the selected gear to the drivesshaft speed, and make it easier and smoother to shift into gear. The first gear syncro is designed to match an idling engine to a stopped driveshaft, since that's when it's usually used. When the driveshaft is turning faster than the respective 1st gear engine speed, the syncro is tough to engage.

The options to upshift into First are to either force it (not good for the tranny) or blip the throttle to get engine rpm up a little so it matches your road speed.

I think Ford didn't make it easy to upshift into First, since it's so tall most people don't use it to slow down, and after a slow-n-go at a stop sign, you can usually take off in Second anyway.

Yes, it's normal. And also like he said, you can usually just go in second if you're not at a complete stop anyways (unless you want to show off and take off or something, then just take the time to stop and go in first)