First or last word from Italian in Chicago, oddly (4)
I believe the answer is:
ciao
'first or last word from italian' is the definition.
I can't judge whether this definition defines the answer.
'chicago oddly' is the wordplay.
'oddly' means one should take alternating letters.
The alternating letters of 'chicago' are 'CIAO'.
'in' acts as a link.
Can you help me to learn more?
(Other definitions for ciao that I've seen before include "European's greeting" , "Italian cheerio" , "Italian hello or goodbye" , "Italian greeting at meeting or parting" , "Italian's so long" .)