1993 Chevy Blazer hard shifting.

Generally it shifts really hard from first to second. The other gears shift just fine, but when you first get started driving and at every light and stop sign it takes a bit and then just jumps forward. I dont want to end up ruining my transmission, so id like some ideas.

also any answers where the o2 sensor is located, I just got my exhaust system redone and the guy said itd be good to change it out, he showed it to me but now I cant find it on my own.
thanks.