Hi Shyrosier and welcome to the Lincoln Forums. Blind Internet diagnosis often has definite limitations. This is likely one of those cases.
That being said: It sounds as though your transmission may be failing. How many miles on the vehicle? How long have you owned it?
Have you ever had the transmission serviced while you have owned the vehicle? Fluid change, filter change (if applicable) etc.?
At this point, all you can really perform as self-help would be to check the transmission fluid for proper level, color, odor etc.
If it is low, fill with the proper spec fluid, as outlined in the Maintenance and Specifications section of your Owners Manual. If that does not help, then your best course of action would be to take your vehicle to a Lincoln or Ford dealer, or an independent shop you trust to have them inspect the transmission.
I am sure others will jump in with more advice, so keep us updated and good luck.