Twist shift transmission won't stay in first gear unless you physically hold it in gear.
I would guess that you need to repair the linkages & maybe the shift lever because the twist grip isn't able to get enough travel to engage the detent for first gear, so it springs back out.
You also have a very big chance of burning out 1st gear clutch because it may not be engaging to full pressure if the spool isn't travelling to it's proper position. Linkages are a lot easier to fix than removing the transmission to rebuild it after the clutch is burnt.
Thanks DieselFit for your response. I have been searching for service information on line to no avail. The Cat 950 service manual is $729.00.
It's difficult to offer advice/information without some basic information. For example try posting a Serial Number............ Does the twistgrip feel "sloppy" when you try to select gears..?
Good point. Serial # 81J6421. It does feel sloppy, low tension as you twist the shift rod.
See what you make of the attached. Sorry the parts illustration is not the greatest. My suggestion would be to first disconnect the rod linkage for the speed control at the transmission end and check whether or not all the gears select correctly at that location. If they do that would point the finger firmly at the linkage. While you are at it check all the parts in the linkage for wear/slop. For a better quality of illustration your best bet would be to get hold of a Parts Manual. The Cat Publication reference is UEG0690S covering 81J machines from 5411 up to 7845. Here is a link to one on eBay