Dam with extension in river, first of all (4)
I believe the answer is:
weir
'dam' is the definition.
(a weir is a type of dam)
'with extension in river first of all' is the wordplay.
'first of all' says to take the initial letters.
The first letters of 'with extension in river' is 'WEIR'.
(Other definitions for weir that I've seen before include "hazard during 14" , "Something that may be seen across river" , "type of block" , "Madagascan primate" , "feature of some rivers" .)