At first didn't have feathers (4)
I believe the answer is:
down
'feathers' is the definition.
(down is a kind of feathers)
'at first didn't have' is the wordplay.
'at first' suggests taking the first letters.
'have' becomes 'own' ('own' can be a synonym of 'have').
The initial letter of 'didnt' is 'd'.
'd'+'own'='DOWN'
(Other definitions for down that I've seen before include "Fuzz" , "Melancholy" , "floor" , "Blue" , "Out of action; soft feathers" .)