Not normal at all.
Shift into 2nd should feel a bit notchy. That is the BMW tradition and makes it near impossible to money shift since 2nd feels so distinctive. But it should not be harsh or make a "clank". If you are unable to get a smooth 1-2 while giving the car a bit of throttle into 2nd, you should get your transmission checked.
My 1-2 is like butter at any RPM with proper throttle application going into 2nd.
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