Letter from Greece is first of hundreds in Tate collection (5)
I believe the answer is:
theta
'letter from greece' is the definition.
(letter of the Greek alphabet)
'first of hundreds in tate collection' is the wordplay.
'first of hundreds' becomes 'h' (1st letter of 'hundreds').
'in' indicates putting letters inside.
'collection' is an anagram indicator (the same collection of letters).
'tate' is an anagram of 'teta'.
'h' put within 'teta' is 'THETA'.
'is' is the link.
(Other definitions for theta that I've seen before include "Greek letter used in trigonometry" , "Letter before iota" , "letter from Argos?" , "Eighth letter of Greek alphabet" , "letter from abroad" .)