First month in this Russian region — captivating (9)
I believe the answer is:
inaugural
'first' is the definition.
(synonyms)
'month in this russian region captivating' is the wordplay.
'month' becomes 'Aug' (abbreviation for August).
'this russian region' becomes 'ural' (I can't justify this - if you can you should give a lot more credence to this answer).
'captivating' indicates putting letters inside (captivate could historically mean to hold captive).
'in'+'ural'='inural'
'aug' put within 'inural' is 'INAUGURAL'.
Can you help me to learn more?
(Other definitions for inaugural that I've seen before include "Relating to start of job or course" , "It may be delivered" , "Marking the beginning of, eg, an institution" , "Maiden" , "Of a speech made on taking office" .)