Ass or donkey only likes thistle first of all (4)
I believe the answer is:
dolt
'ass' is the definition.
(I know that ass can be written as dolt)
'donkey only likes thistle first of all' is the wordplay.
'first of all' says to take the initial letters.
The initial letters of 'donkey only likes thistle' is 'DOLT'.
'or' is the link.
(Other definitions for dolt that I've seen before include "Simpleton" , "Stupid person" , "Dull or stupid fellow" , "Slow-witted person" , "Dullard" .)