Celebrity on time was first to be shocked (8)
I believe the answer is:
startled
'be shocked' is the definition.
(I've seen this before)
'celebrity on time was first' is the wordplay.
'celebrity' becomes 'star' (a star is a celebrity or famous person).
'on' is a charade indicator (letters next to each other) (in a down clue, letters appear on others).
'time' becomes 't' (abbreviation).
'was first' becomes 'led' (to lead is to go first).
'star'+'t'+'led'='STARTLED'
'to' acts as a link.
(Other definitions for startled that I've seen before include "Stunned, shocked" , "Shocked, alarmed" , "Caused sudden alarm" , "Scared" , "Taken aback" .)