Ron
Being this is your first harley, there are many things that will make it run and shift better as far as oils but what you are experiencing is safe to say "very normal " for these bikes. They do clunk into gear and when shifting also to a degree.
It can be minimized with a quality oil like Spectro platinum or Redline shock proof heavy in the trans that will give more of a cushion to the gears when they engage but will probably never completely eliminate it. A good clutch adjustment will also lessen it to a degree also if it is in need of one.
Welcome to the forum.
Take a look in the self help forum and also the oil forum for more input on the proper oils to use.
Oil Related Tips - Harley Davidson Community