Piece of news comes first in the evening mail (4)
I believe the answer is:
item
'piece of news' is the definition.
(I've seen this before)
'first in the evening mail' is the wordplay.
'first' says to take the initial letters.
The first letters of 'in the evening mail' is 'ITEM'.
'comes' is the link.
(Other definitions for item that I've seen before include "See couple" , "partners" , "Piece in paper" , "Article, object" , "Individual article or unit" .)