Greek character wanting snatch of Messiah played backwards (5)
I believe the answer is:
alpha
'greek character' is the definition.
(letter from the Greek alphabet)
'of messiah played backwards' is the wordplay.
'of' indicates the answer is hidden within the clue.
'backwards' shows that the letters should be reversed in order.
'ahpla' is hidden within 'messiah played'.
'ahpla' written backwards gives 'ALPHA'.
'wanting snatch' acts as a link.
This may not be correct. Some or all of it may belong to another bit of the clue.
Can you help me to learn more?
(Other definitions for alpha that I've seen before include "high mark" , "starter" , "A for Aristophanes!" , "Brilliant star" , "Beginning" .)