First of girls involved in dreadful lament (5)
I believe the answer is:
dirge
'lament' is the definition.
(synonyms)
'first of girls involved in dreadful' is the wordplay.
'first of girls' becomes 'g' (1st letter of 'girls').
'involved in' means one lot of letters goes inside another.
'dreadful' becomes 'dire' (synonyms).
'g' going inside 'dire' is 'DIRGE'.
(Other definitions for dirge that I've seen before include "Lamentation" , "Requiem" , "Mournful music" , "lamentable composition" , "Slow, sad song" .)