One’s first step, embracing females in the wings (8)
I believe the answer is:
offstage
'in the wings' is the definition.
(in the wings of a theatre)
'one's first step embracing females' is the wordplay.
'one's first' becomes 'o' (sst letter of 'one').
'step' becomes 'stage' ().
'embracing' means one lot of letters goes inside another.
'females' becomes 'ff' (the abbreviation for female repeated).
'o'+'stage'='ostage'
'ostage' placed around 'ff' is 'OFFSTAGE'.
(Other definitions for offstage that I've seen before include "out of sight of the audience" , "Behind-the-scenes" , "Not visible to the audience" , "behind the scenes" , "out of sight of house" .)