Loudly I have shouted at first in ball game (5)
I believe the answer is:
fives
'ball game' is the definition.
(I've seen this before)
'loudly i have shouted at first' is the wordplay.
'loudly' becomes 'f' (A musical term**).
'i have' becomes 'ive'.
'at first' indicates taking the first letters.
The initial letter of 'shouted' is 's'.
'f'+'ive'+'s'='FIVES'
'in' acts as a link.
(Other definitions for fives that I've seen before include "Small numbers" , "Squash relative" , "Game similar to squash" , "horse disease as before" , "Indoor court game" .)