When I shift from neutral to first, I feel and hear a clunk. Is this normal??
Yes, it is normal. When ya release the clutch in neutral you is spinning some gears in the box. When ya pull the clutch and pop it in 1st, some of those gears are moving and are abruptly stopped when ya hit a go forward cog. That is the best explanation I can give ya. Spinning gears vs NON spinning gears make for a clunk.
We have a well manufactured machine here. I also realize it is not a Porsche, but it is in the ball park.
The damn bike is just like all others. There is a clunk in all of them when going from neutral to 1st..... Get one of Chet's kickshifters and shift it like it was designed for. Bang those gears in, do not shift lazily or it will fly out of gear on ya.
Quit worrying about the bike, it is rock solid and will take all kinds of abuse. Trust me on that........ MGM has been highly abused and rode hard and put away wet many many times, he will still give many bikes a good run for their $$$$..