An improperly lubed clutch spline or improper clutch adjustment can cause trouble shifting gears, but it won't make your bike pop out of gear.
Even with a good clutch these transmissions can be a little tricky because BMW specified very tight driveline tolerances (Getrag of Porsche, Maserati, Alfa, etc. fame was making their transmissions by 82...) so as to minimise driveline slop.
The tight tolerances make it difficult to engage the gears, especially since our dry clutches do not drag when disengaged, like a wet clutch.
Therefore, if the bike doesn't want to go into first gear and the clutch is in good order, either roll it a little until you can get first in, or release the clutch and re-apply it before trying again. Furthermore, because the tight tolerances make the transmission difficult to shift, Getrag made a two-stepped dog--the first step of the dog is a looser fit to facilitate "finding" a gear. The bike will drive on that first step, but under load it can pop out of gear and you will find yourself in a "false neutral." Not good for you or your transmission.
The fix: Whenever you shift gears, keep your foot on the lever until after you have let the clutch fully out. If by chance you didn't fully engage the gear you wanted, you will actually feel it in the shift lever as it moves further up/down when the clutch starts to drag and the gear and dog align properly and fully mesh.