Anselm at first carried in by horse (3)
I believe the answer is:
bay
'horse' is the definition.
(I know that bay is a type of horse)
'anselm at first carried in by' is the wordplay.
'at first' suggests taking the first letters.
'carried in' is an insertion indicator.
The initial letter of 'anselm' is 'a'.
'a' put into 'by' is 'BAY'.
(Other definitions for bay that I've seen before include "Parking slot" , "Botany or Biscay, for example" , "Sea inlet" , "Botany, Galway or Tampa" , "Broad curved inlet" .)