First thing to check with a CVO is the hydraulic clutch to make sure it has been bled of ALL air. Very common to have air in the system from the factory, and that will cause the clutch to not fully disengage.
Next, try this little routine to see if it makes selecting first gear any quieter. With the engine running and the trans in neutral, pull the clutch lever in and then quickly open and close the throttle, then let the engine idle for about 5 to 10 seconds before engaging first gear. The sudden application of torque when you blip the throttle should break the clutch plates loose if they are sticking, and once the clutch is fully released the trans input shaft will slow down and eventually stop rotating. Once the shaft isn't spinning, there should be no clunk when you engage first. You may have to slip the clutch a little to engage first if the gears stop with the shift rings not lined up. What all of this will tell you is whether or not your problem is related to clutch drag. Most likely it is, since it's a very common thing on Harley's.
Assuming the clutch is free of air in the lines and working properly, the drag should improve with some miles as the high spots wear off the clutch plates. Another thing you might want to try is running automatic trans fluid in the primary. That's what I run (Mobil 1 Synthetic ATF), and it improved clutch operation noticeably over the other fluids I've used over the years.
Jerry