God taking heed of remorse, first of all (4)
I believe the answer is:
thor
'god' is the definition.
(Thor is an example)
'taking heed of remorse first of all' is the wordplay.
'first of all' says to take the initial letters.
The initial letters of 'taking heed of remorse' is 'THOR'.
(Other definitions for thor that I've seen before include "Comic superhero" , "One of the Norse gods" , "can be classed as immortal" , "Scandinavian thunder-god" , "Norse deity" .)