Figure seen at first in a haze (4)
I believe the answer is:
mist
'a haze' is the definition.
(I've seen this in another clue)
'figure seen at first' is the wordplay.
'figure' becomes 'm' (I can't justify this - if you can you should give a lot more credence to this answer).
'seen at' says to put letters next to each other.
'first' becomes 'ist' (ist resembles mst).
'm'+'ist'='MIST'
'in' acts as a link.
Can you help me to learn more?
(Other definitions for mist that I've seen before include "Haze" , "Fret" , "Obscure" , "Fine spray" , "Watery film" .)