Concealing first name, retire somewhere in Italy (5)
I believe the answer is:
turin
'somewhere in italy' is the definition.
(Italian city)
'concealing first name retire' is the wordplay.
'concealing' indicates named letters should be taken away.
'first name' becomes 'n' (1st letter of 'name').
'retire' becomes 'turn in' (turn in can mean to retire or go to bed).
'turnin' with 'n' taken out is 'TURIN'.
(Other definitions for turin that I've seen before include "City of northern Italy" , "Italian city with sacred Christian Shroud" , "Piedmontese capital" , "source of many Italian cars" , "N. Italian industrial city" .)