One problem related to transmission not go into gear has been reported for the 2007 Mazda MX5. The most recently reported issues are listed below.
Transmission is very difficult and sometimes will not go into 2nd gear on the first few attempts. It has done this since the car was new and now it seems to be getting worse. Problem is more evident when it is cold out. While pulling into traffic on multiple occasions it has left me trying to put it into gear with cars coming up behind me. It could cause an accident. Many owners have experienced this same problem and Mazda has not yet come up with a solution for the problem.