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