Hesitate to change key, at first (6)
I believe the answer is:
falter
'hesitate' is the definition.
(faltering is a kind of hesitating)
'change key at first' is the wordplay.
'change' becomes 'alter' (altering is a kind of changing).
'key' becomes 'f' (musical key).
'at first' says to put letters next to each other.
'alter' put after 'f' is 'FALTER'.
'to' is the link.
(Other definitions for falter that I've seen before include "Hesitate, waver" , "Lose momentum" , "Hesitate, begin to give way" , "Hesitate, vacillate" , "Be hesitant" .)