Well, I found out that the car IS supposed to be that slow... The Engine actually looks like someone just rebuilt it, lots of brand new parts and the engine looks showroom-like. There's a very nice and thorough description of the 300sd performance here:
http://everything2.com/e2node/Mercedes-Benz%2520300SD%2520W126
Oh, and the car is starting on first gear, no problems there... Just that i wasn't used to driving a diesel... As I said, we're just getting to know each other here...
Thank you all very much for all inputs!