Instrument that’s initially good for Parisians in foreign capital (8)
I believe the answer is:
trombone
'instrument' is the definition.
(trombone is a kind of instrument)
'that's initially good for parisians in foreign capital' is the wordplay.
'initially' suggests taking the first letters.
'good for parisians' becomes 'bon' ('good' in French).
'in' is an insertion indicator.
'foreign capital' becomes 'Rome' (capital of Italy).
The initial letter of 'thats' is 't'.
'bon' going into 'rome' is 'rombone'.
't'+'rombone'='TROMBONE'
(Other definitions for trombone that I've seen before include "Brass musical instrument with slide" , "Bfrass wind instrument with slide" , "Brass band instrument" , "source of notes" , "Brass instrument with sliding tubes" .)