1st. to 2nd. gear shifts on a cold transmission are usually described as being hard, stiff, or notchy. Can't say I've heard anyone complain about a clunking sound though.
Does the sound seem to resonate from the transmission, or is it possibly coming more from the differential? (they are both so close together, it may be a little hard to determine).
After the car warms up, does the "clunking" seem to go away?