Grain used in pudding — try it first (4)
I believe the answer is:
'grain used in pudding' is the definition.
'try it first' is the wordplay.
'try' becomes 'go' (go is a kind of try).
'it' becomes 'sa' (old-fashioned abbreviation for sex appeal).
'first' says to put letters next to each other.
'go' after 'sa' is 'SAGO'.
(Other definitions for sago that I've seen before include "Starchy pudding cereal" , "Powdery starchy food" , "Starchy foodstuff" , "dessert?" , "Powdery starch from a palm" .)