first and reverse have this "problem" on all 240sx's. They both dont have sincros like 2-5 so many times when your at a dead stop the two gears in the transmission are lined up wrong.
example - when the gear works:
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And when it doesnt:
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see on the bottom example if you tried to push the bottom two peices together they wont match? If you think of it this way then the answer is simple. Next time the gear wont go in leave it in neutral and pump the clutch once or twice to get the gear spun (lets say the top one) to a different orientation and it should go in
this should happen infrequently in first, but happens a lot in reverse.
if there is an incline you can also release the brake briefly to let the car roll, which will spin the other gear and will achieve the same end

(by other gear i mean the bottom one in the example)
BTW that lose feeling is actually because you can feel even the slightest slop in the transmission because the shifter is so direct. You can actually feel the gears ingaging. If you take off the shifter boot you will see a giant weight as part of the shifter, as well as noticing the shift knob is very heavy when you take it off. this is all to help dampen the roughness of the shifter, but in the end this is better because you can "feel" what the car is doing.