Is whining while in first gear normal? Unlikely, although your car is made by Ford so maybe it is normal (just kidding

). If it sounds out of the ordinary, it probably is. Although I have a '94 Thunderbird, we both have the same transmission, Ford's 4R70W (the Thunderbird/Cougar Club of America,
www.tccoa.com, has a lot of information on this and other transmissions). I've personally never had a 'whining' in first gear, only torque converter shudder after 3rd gear which I fixed by flushing the transmission completely (with converter) and refilling with Mercon V. Then again, a car based on the 'Panther' platform (Crown Victoria, Grand Marquis, Marauder, Town Car) is likely to have calibration and/or other differences compared to my car, based on the 'MN-12' platform (Thunderbird, Cougar, Mark VIII), or other cars that use this tranny due to weight and/or engine differences. This is on top of the time span between my transmission and yours in which Ford may have made a change or two. If it were me, I would take the car to the dealer if it's still under warranty and have them look at it because it's probably something simple to fix. If it's not, it would be a free repair anyway. Better to work out as many things possible while your car's still under warranty so nothing comes back to bite you in the ass later.