Bird beginning to go by grey ridge (9)
I believe the answer is:
goldcrest
'bird' is the definition.
(goldcrest is a kind of bird)
'beginning to go by grey ridge' is the wordplay.
'beginning to' suggests taking the first letters.
'by' says to put letters next to each other.
'grey' becomes 'old' ('old' can be similar in meaning to 'grey').
'ridge' becomes 'crest' (I've seen this before**).
The first letter of 'go' is 'g'.
'g'+'old'+'crest'='GOLDCREST'
(Other definitions for goldcrest that I've seen before include "Winger" , "Little bird" , "Britain's smallest bird" , "One maybe visiting garden" , "Frequent flier" .)