The trick is to pull in the clutch lever in at the same time you click it into first. If you pull it in to quick, it gives the gears time to stop turning. If the dogs aren't lined up, it wont want to go into gear.
These transmissions have a drag clutch in them to help slow the gear cluster during up shifts. When you pull in the clutch the gears stop turning rather quickly.
When in neutral, with the clutch engaged, all the gears turning, the bike doesn't move because none of gears are locked to the output shaft.