Fluid fresh and the correct level? Has to be checked hot, after run through the gears, then placed in neutral to do so.
Did you adjust the bands when you changed the fluid?
Also you could have a back flow prevent valve going bad and it's letting the fluid leak back, so it takes a bit for the pump to get the fluid going to the low/reverse clutch pack.
By the time it shifts to second the fluid is back up to where it needs to be.
97 Sahara, 74 Renegade, 72 CJ5, 55 Willy's (the Beast) Boss 302, 6:34 gearing, Bose 901 speakers.
God I miss that Jeep. Forgot the kinda Jeep, 80 SX4.