First in school we study part of Scandinavia (6)
I believe the answer is:
sweden
'part of scandinavia' is the definition.
(Sweden is in Scandinavia)
'first in school we study' is the wordplay.
'first in school' becomes 's' (1st letter of 'school').
'study' becomes 'den' (term for a study or office).
's'+'we'+'den'='SWEDEN'
(Other definitions for sweden that I've seen before include "Scandinavian kingdom" , "N. European country" , "Baltic country" , "in E" , "Stockholm is the capital" .)