Australian bird starts on expensive merlot, unfortunately! (3)
I believe the answer is:
emu
'australian bird' is the definition.
(I've seen this before)
'starts on expensive merlot unfortunately' is the wordplay.
'starts on' says to take the initial letters.
The first letters of 'expensive merlot unfortunately' is 'EMU'.
(Other definitions for emu that I've seen before include "Flightless bird of Australia, like ostrich" , "Fast runner in Oz" , "Physics unit" , "Australian bird related to the ostrich" , "European project" .)