If you only have the problem with first gear, then problem may just be with the derailleur limit screw adjustment. If you study the derailleur carefully, you should notice 2 special screws that limit the distance the derailleur can move inward or outward. When the derailleur reaches one of those limits, part of it hits against one of those screws, preventing further movement.
So first off, turn the bicycle upside down or put it on a stand so you can see what's happening while you turn the pedal and try to shift.
As you try to shift to first gear, see which screw is limiting the movement. Then try turning the screw a half turn in the direction that allows more movement. Try shifting in & out of first gear now. If the chain still rattles without shifting into first, turn the screw another half turn and try again. If you keep on turning the screw, you'll eventually get to the point where the derailleur can move too far and push the chain past the gear (and possibly off the entire sprocket set). Just pay attention to what the derailleur is doing and this shouldn't be a problem.
I agree with cityzen, but also derailleur hangers are often knocked out of alignment without the owners knowledge. Realigning derailleur hangers require special tools and a true rear wheel. If limit screws are not the problem I would check the alignment of the derailleur hanger by putting the bicycle in the largest chainring on the crankset and the smallest gear in the rear. Visually draw a line from the smallest gear and make sure the smallest gear in the rear lines up vertically with the pulleys in the rear derailleur. If it does not then you may have a derailleur hanger alignment issue. Other things that can cause drivetrain noise are a worn chain, bent derailleur cages, derailleur cable tension, and worn out pulleys on the derailleur. Good luck!