Strange problem with 1st and reverse.
 

I can't seem to shift from neutral into 1st or reverse. It's fine if I put the car into first or reverse and start it with the clutch in, but it's very difficult to get into first or reverse when I start the car in neutral. I've got about 3500 miles on a new motor and clutch.

Well, we don't have any synchros in first and reverse, so you can rule that out... If you cant get it into gear though, your clutch is not engaging. check your clutch fluid, and see if you can shift into other gears. if you cant shift into anything, then your clutch is not disengageing all the way....

Yes there is a first gear synchro, not that that's your problem. For some reason the clutch is not disengaging from the flywheel or your pilot bearing is ceasing up. Try pumping the clutch a few times. If that help, start checking the hydraulics.

I tried pumping the clutch, no help. How would I check the pilot bearing ?

It could be bearing or the clutch fork. Since you will be in that area i would just replace them both. If you have yet to buy one get a service manual (note:image not of an FD)
http://www.pix8.net/pro/pic/1930CBo8F/461426.jpg