Thanks guys. I really feel it when its cold and mainly when i'm going into second. I guess that's just how the car is. I feel better now that i know nothing is wrong.

 

Has anyone been able to eliminate the 2nd gear notchiness/grinding by changing the clutch fluid?

A few isolated threads in the S2Ki archives indicate that changing the clutch fluid might help. I changed the transmission fluid in my '02 recently, and that didn't help, so I'm thinking about doing the clutch fluid next.

 

I agree, it must be the colder temps
the few times ive driven my S in below say 25-30 degrees ive experienced this "notchy" shifting as well so nothing to worry about