The shifter lever on the transmission should be pretty solid while shifting gears.  If you are able to pull the shifter knob/lever up&down or twist it significantly, the shifter bushings are shot.  There are a pair of "plastic" bushings that surround the pivot ball on the shifter lever.  The bushings tend to get chewed up and fall down into the transmission extension housing.

Mazdatrix has a write-up on replacing the shifter bushings...

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