First in cold blast to become agitated (10)
I believe the answer is:
distraught
'agitated' is the definition.
('distraught' can be similar in meaning to 'agitated')
'first in cold blast' is the wordplay.
'first' becomes 'ist'.
'in' means one lot of letters goes inside another.
'cold blast' becomes 'draught'.
'ist' put within 'draught' is 'DISTRAUGHT'.
'to become' is the link.
(Other definitions for distraught that I've seen before include "Deeply agitated" , "Beside oneself" , "wild" , "Having got the wind up" , "in a state" .)