Crossword Genius

First step, not last, to reach a country (6)

Ross

I believe the answer is:

gambia

I'm a little stuck... Click here to teach me more about this clue!

'a country' is the definition.
(Gambia is an example)

'first step not last' is the wordplay.
I cannot quite see how this works, but
'first' could be 'i' (I in Roman numerals eg Elizabeth I) and 'i' is located in the answer.
The remaining letters 'gamba' is a valid word which might be clued in a way I don't see.
This explanation may well be incorrect...

'to reach' is the link.

Can you help me to learn more?

(Other definitions for gambia that I've seen before include "Aim bag toward African state" , "West African country, capital Banjul" , "West African river" , "West African country surrounded by Senegal" .)

I've seen this clue in The Telegraph.
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