Is there such a thing as a break in period for a manual transmission?
I've always had a manual, but never a brand new car before, so is it normal for it to be difficult to shift? It feels like its "grinding" although not making noise. This only happens in first gear.

I would take your E into the local service department just to be safe. Everyone I have sold 5spds to have said they shift extremely smooth "like butter". So, if you are experiencing any type of grinding, you need to have it looked at.

Here in New Yawk, it should shift "like Budda"

I find the MT is very stiff in really cold weather...however, once the car warms up there is no problem shifting gears.