Being wrong is only the first thing to do! (5)
I believe the answer is:
begin
'only the first thing to do' is the definition.
I can't judge whether this definition defines the answer.
'being wrong' is the wordplay.
'wrong' is an anagram indicator.
'being' is an anagram of 'BEGIN'.
'is' is the link.
Can you help me to learn more?
(Other definitions for begin that I've seen before include "Monachem --" , "Make a start" , "Initiate" , "Found" , "Clandestine, furtive" .)