2002 Other Mercedes Benz Models stuck in first gear

You are more than likely dealing with a failed Shift Gate Solenoid. This soleniod allows the gear selector to change gears and transfers that motion to the transmission. When this fails you are left with a vehicle that will not shift. You can check this component by hitting the top of the gear selector hard with a book or heavy object, that won't damage the selector, while pulling on it. This will many times jolt and release the solenoid. On this model it is very common to have this fail due to beverage spills on the center console, which leak into the shift gate assembly causing a failure of the module. This is due to the poor cup holder placement in the vehicle. The transmission your vehicle is equipped with is the 722.6 model automatic. This is known by MB techs as a very well designed component with very few failures.