In misery, first goes into put some clothes on (8)
I believe the answer is:
distress
'in misery' is the definition.
'distress' can be an answer for 'misery' (I've seen this before). I am not sure about the 'in' bit.
'first goes into put some clothes on' is the wordplay.
'first' becomes 'ist' (ist resembles dst).
'goes into' is an insertion indicator.
'put some clothes on' becomes 'dress' (I can't justify this - if you can you should believe this answer much more).
'ist' put within 'dress' is 'DISTRESS'.
Can you help me to learn more?
(Other definitions for distress that I've seen before include "Adversity" , "Sadden" , "Deep anxiety" , "Cause mental pain" , "Psychological suffering" .)