I went first, coming round to shop (4)
I believe the answer is:
deli
'shop' is the definition.
(delicatessen)
'i went first coming round' is the wordplay.
'went first' becomes 'led' (I've seen this in another clue).
'coming round' shows that the letters should be reversed in order.
'i'+'led'='iled'
'iled' written backwards gives 'DELI'.
'to' is the link.
(Other definitions for deli that I've seen before include "shop briefly" , "Cold-meat counter" , "Shop with unusual foods" , "Fine food shop" , "Fine-food store" .)