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Ash Wednesday is understandably the first of them (5,4)

Ross

I believe the answer is:

ember days

I'm a little stuck... Click here to teach me more about this clue!

'ash wednesday' is the definition.
(thesaurus)

'is understandably the first of them' is the wordplay.
I cannot really see how this works, but
'is' could be 'be' and 'be' is found within the answer.
'first' could be 'a' and 'a' is found in the answer.
'them' could be 'em' (abbreviation) and 'em' is located in the answer.
This may be the basis of the clue (or it may be nonsense).

Can you help me to learn more?

(Other definitions for ember days that I've seen before include "Church fasting and prayer times" , "Three fast periods in each quarter in Church calendar" .)

I've seen this clue in The Globe and Mail.
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