Came back from the Nissan dealer and got the news : INPUT SHAFT BEARING. It needs to be replaced. The car has only 3000 miles I would really prefer to get a new transmission but I imagine it will be like pulling teeth!

My tranny makes a whirling sound when in first gear I take my foot off the gas pedal at 3000RPM and higher.

And also, when I shift into 1st gear, there is an other weird sound.

The Nissan people said not to shift into first gear untill fully stopped. This was the case before synchro mesh but apparently Nissan transmissions have to come to a full stop before putting the shifter into first.