I would put it in reverse and about 5 seconds later BAM. Into gear?

That would be under the valve body inside the transmission somewhere.I just lpst my transmission on fri on the way to work. Started making a funny noise then lost all gears forward and reverse. Found out later had no pump pressure then when I removed the transmission to replace it with a used one.I removed my bored sonnax upgrade valve body I rebuilt a few years ago to put it on the transmission I replaced mine with.I moved the input shaft with my hand inside the transmission and noticed the second gear moving all around. So that's why that noise really bothers me. It could be the end of the transmission even.

Oh forgot to mention I have a 1999 saturn sl2 same exact transmission as yours. I didnt say replace your transmission you need to do a little looking remove your valve body and have a look inside. Removing the valve body is not that hard also to add the sonnax sleeve yourself takes a expensive tool kit.

The input shaft is closet to the front of the car you can also grab it to see if it moves side to side to see if the input shaft nut is loose.

A loose input shaft nut can damage the 2nd/gear clutches but too low of line pressure can burn clutches up too high of pressure can damage internal parts.

William if you start your own question and start it off by saying this one is for Saturn Tech9 I will help you with it. These car are my specialty.