After beginning, was first to be frightened (8)
I believe the answer is:
startled
'be frightened' is the definition.
(thesaurus)
'after beginning was first' is the wordplay.
'after' means one lot of letters go next to another.
'beginning' becomes 'start' (start is a kind of beginning).
'was first' becomes 'led'.
'start' next to 'led' is 'STARTLED'.
'to' is the link.
(Other definitions for startled that I've seen before include "Suddenly alarmed" , "Caused sudden alarm" , "Stunned, shocked" , "Frightened or surprised suddenly" , "Shocked, alarmed" .)