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I should start out by saying that this usually only happens when its cold out and my car is just barley warmed up (maybe 5 minutes) , Ill pull out of my drive way and put it in first drive forward, its one of those deals were its like just far enough to the stop sign that i could put it in 2nd but i never do because its almost pointless but when the car is going maybe 2 to 5 mph in first gear ill put the clutch in and it will feel like the trans is kinda "dropping" it like goes thud, its strange. any one have any idea at all what this could be? Well thanks

 
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It actually makes a thud noise? or the motor just noses over?

 
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like a thud like more of a feeling then a sound put it that way

 
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If it is just nosing over, like you might even jerk forward, it could be caused from deceleration if your rpm's are high, and if your rpm's were low..they could be too low and it's just choking...

I think i know what your saying, if i stay in first and bring it up to say 4 or 5k (not WOT...just cruizing) and let off it noses over and then noses again at low low rpm's say...1.5 or 2grand...if that's what you mean it's normal but if it's makin noises then....its something else.. hope this helps
good luck.