Dreary routine at first to study On Liberty? (9)
I believe the answer is:
treadmill
'dreary routine' is the definition.
(I've seen this before)
'first to study on liberty?' is the wordplay.
'first' says to take the initial letters.
'study' becomes 'read' ('read' can be a synonym of 'study').
'on liberty?' becomes 'mill' (I am not sure about this - if you are sure you should believe this answer much more).
The initial letter of 'to' is 't'.
't'+'read'+'mill'='TREADMILL'
'at' acts as a link.
(Other definitions for treadmill that I've seen before include "Wheel turned by walking animals or people" , "Daily grind" , "Endlessly tedious job" , "Monotonous routine work, as on wheel of old" , "Wearisome routine" .)