Yep, it's just clunking from slack in the drive train. You're going to be hearing a lot more noises than you're used to with this car. It's more of a drivers car, and not very refined.
As for clunking in EVERY gear. Certainly possible. If engine breaking occurs, this will mean that all the drivetrain components are mating on one side of their faces. After shifting, and applying engine power to the drivetrain, clunking may be heard as the slack is taken out on the 'power side' of all the gear faces, if you could call it that.
Pressing the clutch in rapidly after coming off the power may alleviate this? Not sure. I press the clutch in quite fast (sometimes too fast I think, as the revs sometimes climb, indicating that my foot isn't off the throttle yet,
) I don't hear clunking in every gear. Mostly just first gear, as OP describes.