Mountains are lovely places, scenic first of all (4)
I believe the answer is:
alps
'mountains' is the definition.
(European mountain range)
'are lovely places scenic first of all' is the wordplay.
'first of all' says to take the initial letters.
The first letters of 'are lovely places scenic' is 'ALPS'.
(Other definitions for alps that I've seen before include "Slap (anag.)" , "With pals in great mountains" , "European mountain chain" , "European mountains" , "European mountain range" .)