Don't go to sleep with Stheno at first (4)
I believe the answer is:
skip
'don't go to' is the definition.
(I've seen this in another clue)
'sleep with stheno at first' is the wordplay.
'sleep' becomes 'kip' (synonyms).
'with' is a charade indicator (letters next to each other).
'at first' says to take the initial letters.
The first letter of 'stheno' is 's'.
'kip' after 's' is 'SKIP'.
(Other definitions for skip that I've seen before include "item on a building site" , "Omit - play with rope" , "Prance - pass over" , "Jump lightly over; refuse container" , "Jump, pass over" .)