Group in which Gary Barlow's first played piano (4,5)
I believe the answer is:
baby grand
'piano' is the definition.
(baby grand is a kind of piano)
'group in which gary barlow's first played' is the wordplay.
'group' becomes 'band' (band can mean a group of people).
'in which' indicates putting letters inside.
'barlow's first' becomes 'b' (1st letter of 'barlow').
'played' indicates an anagram.
'gary'+'b'='garyb'
'garyb' with letters rearranged gives 'abygr'.
'band' enclosing 'abygr' is 'BABY GRAND'.
(Other definitions for baby grand that I've seen before include "Smaller piano" , "Infant piano?" , "Instrument" , "message of proud new parents?" , "Small, non-upright piano" .)