Welcome to the forums Trems!
I have a different model Jeep (and a different model transmission) than you, but I had similar issues when I first purchased my Jeep.
I had a few things recommended to me, including:
- since the Jeep is new to you, you should change the transmission fluid (really, you should change all fluids)
- try a different transmission fluid, I switched to Royal Purple Syncromax (note: don't just use it, confirm it's good for your transmission)
- try double clutching, or rev matching better to avoid grinding
After doing the first two points on the list, I found the transmission was much smoother...at least until the temperatures dropped. I still find she can be finicky if it's below -5, at least until the fluid has warmed up. I still double clutch (always have, my car has similar issues with second gear), and find that that's good enough when it's super cold.
I also read somewhere on CJA that "the transmissions in these vehicles are truck transmissions," so they don't like to be shifted fast like sports cars. I had never owned / or driven a truck prior to the Jeep, so it took a while to get used to. So I've found just by taking it easy and not trying to force it into gear, it's a lot smoother.
(I'd also like to apologize to everyone who gets stuck behind me at a red light, between "taking it easy / driving smoothly" and the lower gearing on the Rubicons, it takes me a little longer than I'd like to accelerate up to speed)