Jet from Bluegrass State arrived first (4)
I believe the answer is:
inky
'jet' is the definition.
(I've seen this before)
'bluegrass state arrived first' is the wordplay.
'bluegrass state' becomes 'ky' (US postal abbreviation for Kentucky).
'arrived' becomes 'in' (I've seen this in other clues).
'first' is a charade indicator (letters next to each other).
'ky' after 'in' is 'INKY'.
'from' is the link.
(Other definitions for inky that I've seen before include "Marked by leaky pen" , "Dark; stained" , "Like writing fluid" , "Completely dark" , "Black; drunk (Aus. sl.)" .)