When cold the gearbox makes some slight whining noises for the first mile or so but then stops. Also the gearbox is slightly noisy when running but stops when I put my foot on the clutch. Could it be something to do with the clutch or worse?

I do not think that it has anything to do with the clutch. When in "no gear" and running the car the noise disappear when the clutch is pressed would mean that when the internals of the gearbox stop turning the noise disappear. I would think that the noise is coming from the gearbox and that it is likely that at least a part of it is coming from bearing(s) that would be connected to the engine side of the gearbox.

If it all works ok (shifting etc) I wouldn't worry.

 

There is a thick rubber gaitor under the normal plastic/leather gaitor though. This should be sealed and prevents the noise from the gearbox travelling into the cockpit. They do split eventually though and this makes all those 'gearbox sounds' louder. You can replace the rubber gaitor or, as I did, glue it back and seal it nice and snug with lots of silicone sealant I had left over from when I did the bathroom ;)

It still goes in all gears ok but it is a little hard when cold to select 1st.

Wouldn't worry about it mate. Mine doesn't go into first very easily either (usually have to put it in neutral, give the throttle a blip then slide it down to first).

 

You could try changing the gearbox oil though. I think Redline MT90 is the stuff to use, and should improve shifting a bit.

I have been considering a gearbox and diff oil change since I got it a couple of months ago it's just getting the time to do it.