Happy,
Most Ford GT owners avoid 2nd gear for the first 3 to 4 minutes after startup. The majority of Ford GTs will grind when shifting from first to second until the transmission gets up to operating temperature. There is nothing wrong with the transmission, the 2nd gear grind when cold is just an odd characteristic. It's best to avoid that and the car has plenty of torque so shifting from first to third even at low RPMs is fine.
Chip
As any early Ferrari owner knows, you ALWAYS, repeat, ALWAYS avoid second when cold. It is because of the synchro's not spinning properly in the cold, heavy transaxle lube. Once the oil warms up the syncros spin the way they are supposed to. I learned a secret formula that blends different types transaxle lubes in a certain ratio from a very successful, international champion level Porsche team. I have used it in the older Ferrari's, Porsches, etc. with great success, no grinding even when cold...Very nice!Anyway, enough with the back-story, ENJOY YOUR CAR!!!