Entertainment with skaters, cold confections, and, first of all, herds of wildebeest (3-4)

'entertainment' is the definition.
(I know that ice show is a type of show)

'cold confections and first of all herds of wildebeest' is the wordplay.
'cold confections' becomes 'ices' (I've seen this in another clue).
'and' means one lot of letters go next to another.
'first of all' indicates taking the first letters.
The initial letters of 'herds of wildebeest' is 'how'.
'ices'+'how'='ICE-SHOW'

'with skaters' is the link.
This may not be right. Some or all of it may be part of another bit of the clue.

Can you help me to learn more?