Concert venue first to exclude northern orchestra (5)
I believe the answer is:
halle
'northern orchestra' is the definition.
(The Halle is an orchestra based in Manchester)
'concert venue first to exclude' is the wordplay.
'concert venue' becomes 'hall' (as in a concert hall).
'first to' indicates taking the first letters.
The first letter of 'exclude' is 'e'.
'hall'+'e'='HALLE'
(Other definitions for halle that I've seen before include "Noted players" , "Orchestra based in Manchester" , "Berry, possibly" , "Manchester's orchestra" , "Name of orchestra" .)