First letters and cities (8)
I believe the answer is:
capitals
'first letters and cities' is the definition.
(I've seen this before)
This is all the clue.
(Other definitions for capitals that I've seen before include "Upper case letters" , "First letters and first cities" , "E.g. PARIS, ROME" , "Great cities or large letters" , "LETTERS LIKE THESE" .)