I'm not sure why this is such an issue. It's fairly common to have a problem engaging first gear in a car when both the transmission and temperature are cold. If it happens all the time, then yes, you may have a problem. If it happens once in a while, it's probably fairly normal. Sure, a different trans fluid might help things, but I probably wouldn't go that route.

Please, please, please, do not force the shifter into gear. I'm sure you don't like being forced to do something and the car doesn't either.

Here's what I've done to help when the shifter is a bit difficult to engage first gear:
A) put the car in neutral and give the car a little throttle
B) put the car in neutral and pump the clutch once or twice
C) engage 2nd gear and then directly into first---using smooth motions, not jerking the shifter into the gears

German transmissions aren't typically the smoothest in the business and that goes doublely true for those used in MB products.