Are you downshifting as you slow to the stop, or waiting til you're stopped to downshift? Try letting the clutch out just a wee bit, pull it back in and give the shifter a tap. Repeat as necessary til you're back in 1st.

Hey Willi,
Typical problem with the bike.  Just about all newby's have had an issue with the shifting.  Many times you'll find yourself sitting at a light wondering what gear you're in.  

Put your foot on the shifter, no need to stomp, just the weight of your foot (leg and whatever else is attached) to apply some firm pressure upon the lever.  Now slowly let out the clutch, just untill you can feel the clutch begin to engage, but not go.  You will feel the shift lever drop.  Lift your foot up and do it again untill you reach 1st.

BTW: this works for shifting up too.  shifting up into 5th some times does the same thing.

also, mine let's me know it needs oil (if I forget to check) by shifting hard.