Freight makes the first Australian Navy game (9)
I believe the answer is:
transport
'freight' is the definition.
(I know that freight is a kind of the transport)
'the first australian navy game' is the wordplay.
'the first australian navy' becomes 'tran' (I am not sure about this - if you are sure you should give a lot more credence to this answer).
'game' becomes 'sport' (I've seen this in other clues).
'tran'+'sport'='TRANSPORT'
'makes' acts as a link.
Can you help me to learn more?
(Other definitions for transport that I've seen before include "Carry and throw into ecstasy." , "Delight; e.g. bus" , "Take from one place to another" , "Coach, possibly" , "bus maybe?" .)