First and second gears are shot. You can also research the subject by going to an F-150 forum to view other peoples troubles and solutions that resemble yours. In a nutshell, The tranny has to be drained, removed from the truck, opened up, and gears replaced. If the gears are so worn out that it won't go into gear at all, the wear should be obvious to see when looking at the teeth. Also, it would be silly not to replace the clutch while you are there. I fail to see why the word Mazda is in your question. This job can be done without a lift, but sucks without one. You will need at least three thirty packs of beer for this job.
Good Luck.
