Report gladly at first on prohibition (4)
I believe the answer is:
bang
'report' is the definition.
(report can mean a loud noise)
'gladly at first on prohibition' is the wordplay.
'at first' suggests taking the first letters.
'on' means one lot of letters go next to another.
'prohibition' becomes 'ban' (ban is a kind of prohibition).
The initial letter of 'gladly' is 'g'.
'g' after 'ban' is 'BANG'.
(Other definitions for bang that I've seen before include "precisely" , "hit" , "Sudden sharp noise" , "Sudden noise; fringe" , "Sudden impact" .)