Musical first in border in Pennsylvania (5)
I believe the answer is:
prima
'musical first' is the definition.
'prima' can be an answer for 'first' (I've seen this before). I'm unsure of the 'musical' bit.
'border in pennsylvania' is the wordplay.
'border' becomes 'rim' (both can mean an edge).
'in' indicates putting letters inside.
'pennsylvania' becomes 'PA'.
'rim' placed into 'pa' is 'PRIMA'.
'in' is the link.
Can you help me to learn more?
(Other definitions for prima that I've seen before include "First" , "Top diva is a . . . . . donna" , "Leading" , "in pole position" .)