Diving duck scared at first by cat’s cry (4)
I believe the answer is:
smew
'diving duck' is the definition.
(type of duck)
'scared at first by cat's cry' is the wordplay.
'at first' indicates taking the first letters.
'by' says to put letters next to each other.
'cat's cry' becomes 'mew' (noise made by a cat).
The first letter of 'scared' is 's'.
's'+'mew'='SMEW'
(Other definitions for smew that I've seen before include "Small merganser" , "Bird" , "Diver" , "Species of merganser" , "Sea duck" .)