I've had this exact same problem, but only with first. All I have to do is let the clutch out and push back in. Then I can easily shift into first. It only happens after start up and occurs once every month or so.
2003 BMW 325xiT "Audrey"
1987 BMW 325i "Lydia"
1990 Audi 90 Quattro Sport 20v "Chloe"