Fur, first of bargains in market (5)
I believe the answer is:
sable
'fur' is the definition.
(sable is a kind of fur)
'first of bargains in market' is the wordplay.
'first of' says to take the initial letters.
'in' indicates putting letters inside.
'market' becomes 'sale' (I've seen this in other clues).
The initial letter of 'bargains' is 'b'.
'b' placed into 'sale' is 'SABLE'.
(Other definitions for sable that I've seen before include "Bales of expensive Russian fur" , "Brush" , "Dark brown - black" , "Type of fur" , "North Asian marten" .)