It depends. If you have to stuff it into gear and you hear the trans spinning up a lot/for a long time before the gear shift will move, you're abusing the synchros. This is true in ANY gear, though - not just 1st. But it's very likely to happen in 1st even moving 10 mph.
The Z has enough torque to get moving in 2nd gear easily. If you compare, say, running to 60 from a rolling start, and you're going fast enough that it's hard to get into 1st, I bet it is just as fast to punch it in 2nd as it is to downshift to 1st and have to make an extra shift. That is, unless you are just banging it into 2nd and sidesteppping the clutch, in which case, hey, might as well cram it into 1st, too if you're going to abuse things in the name of a few tenths.
