Long, first of holes in one (4)
I believe the answer is:
ache
'long' is the definition.
(to long for something is to ache for it)
'first of holes in one' is the wordplay.
'first of holes' becomes 'h' (1st letter of 'holes').
'in' indicates putting letters inside.
'one' becomes 'ace' (ace has a value of one in some card games).
'h' placed within 'ace' is 'ACHE'.
(Other definitions for ache that I've seen before include "Longing" , "strong feeling" , "Long ? pain" , "Continuous hurt" , "Hanker" .)