Welcome to TBN. Yours is a common "concern" with most new tractors. Be careful - don't push/pull so hard on that handle that you break something. Try shifting as you are VERY SLOWLY rolling backwards. Try shifting as you roll backwards with the tractor in neutral. Try shifting while rolling backwards with the tractor in 2WD.
With time and use it will loosen up. My M6040 is 14 years old. There are still times when changing range is difficult. Be patient - this will improve.