One cold awfully learned European (9)
I believe the answer is:
icelander
'european' is the definition.
(I know that Icelander is a type of european)
'one cold awfully learned' is the wordplay.
'one' becomes 'i' (Roman numeral).
'cold' becomes 'C' (eg on taps).
'awfully' is an anagram indicator.
'learned' is an anagram of 'elander'.
'i'+'c'+'elander'='ICELANDER'
(Other definitions for icelander that I've seen before include "northerner" , "Northern European" , "Foreigner" , "Kind of European" , "Nationality of citizen of Reykjavik" .)