well, first off CONGRATS on the buy!
how to fix that..... adjust your clutch. check your free play, u need 10mm and a 12mm box wrenches (one of each) to fix it, and make sure that you aren't leaking fluid in the engine. your other problem might be worn out shifter bushings, 10 bux at your local mazda dealership, or buy some from racingbeat. if those don't help get rid of the grinding (i know that which u speak of) just make sure it's in gear before you let out on the clutch! getting it into gear when it is stopped - let it roll a couple of inches, then try again.
so yeah... freeplay!