It's perfectly normal for both parent and child to have mixed feelings-anxious/excited/fearful/sad.  Try to arrive  a little early, so things aren't so rushed that it adds to the anxiety.  Convey confidence!  It's OK if they are whiney, babyish, crying, clinging.  These are signs of anxiety.  For some children, this extends beyond the first day.  Plan to keep things as simple and non-stressed as possible at home during this adjustment time.  When it is time to go, go.  Dragging out the good-byes doesn't usually help.  You are not a bad parent for leaving an upset child.  Acknowledge their feelings, remind them that you will be back at a certain time, and say good-bye firmly.  Most children quickly settle down and enjoy their day once the parent is gone.