A whimsical setting for Turner's first etching (8)
I believe the answer is:
aquatint
'etching' is the definition.
(aquatint is a kind of etching)
'a whimsical setting for turner's first' is the wordplay.
'whimsical' becomes 'quaint' (I've seen this before).
'setting for' indicates putting letters inside (inserted letters are set inside others).
'turner's first' becomes 't' (1st letter of 'turner').
'quaint' enclosing 't' is 'quatint'.
'a'+'quatint'='AQUATINT'
(Other definitions for aquatint that I've seen before include "sort of engraving" , "form of etching" , "Type of print" , "Watercolour-like etching" .)