Island easily located by Amundsen at first? (4)
I believe the answer is:
elba
'island' is the definition.
(Italian island)
'easily located by amundsen at first?' is the wordplay.
'at first?' suggests taking the first letters (I've seen 'at first' mean this).
The initial letters of 'easily located by amundsen' is 'ELBA'.
(Other definitions for elba that I've seen before include "Island of Napoleon's first exile" , "Abel (anag)" , "Napoleon's first place of exile" , "Napoleon's exile isle" , "Napoleon's prison isle" .)