This happens with lots of bikes, just keep pressure on the gear shift, release the clutch a little and it will mesh properly.
Yes thgr Rockets will "pop" out of first unless you "slip" the clutch a little while keeping your toe down on the shifter. Happens to most of us I think.
It's a common occurence. It happens in part because of the shape of the engagement dogs on the gearsets. The shape of the dogs makes it fairly hard to engage first without the gearsets spinning (like they do on subesquent upshifts). The 'upgrade' gearsets, especially first, are reshaped to allow an easier engagement, however, you won't get an 'upgraded' set unless there are other issues like the lower cam chain sprocket key failure.
What you need to do is make sure the clutch freeplay is set to spec (1-2mm at the handlever, measured between the lever boss and the lever casting itself). You can obtain the adjustment either at the handlever or at the bell crank adjustment (at the front of the engine case). Proper freeplay needs to be maintained at all times, I check mine everytime I ride.
I would also suggest positioning the cable removal slot (at the lever end) facing backward. If the slot is forward, it allows rain and moisture to ingress into the cable sheath and will eventually cause the cable to rust and make the clutch pull harder. I use an areosol chain lube, sprayed in the cable slot, on a regular basis to keep the cable lubricated.
The other thing is to slip the clutch slightly when engaging first, that is, let the clutch out slightly until it gets to the friction point and at the same time, engage first with a firm pressure on the shift lever. Don't be wimpy. Engage it firmly.
The gearbox, because of it's robust design is clunky. Lots of bikes (BMW especially) have clunky boxes. Jap bikes don't clunk (some do) because there is less freeplay in the drive gears between the clutch and the box itself.
Me, I like the clunk. I know it's engaged.
In summary...
1. Engage firmly
2. Slip the clutch slightly while engaging first
3. As doon as you 'feel' it engage, pull the clutch back in (if you aren't going to go right away)
4. Keep the cable lubed and the slot facing rearward.