Resident of Baghdad, say, starts initiative raising a question, importantly (5)
I believe the answer is:
iraqi
'resident of baghdad' is the definition.
'iraqi' can be an answer for 'baghdad' (I've seen this in another clue). I am unsure of the 'resident of' bit.
'starts initiative raising a question importantly' is the wordplay.
'starts' indicates taking the first letters.
'question importantly' becomes 'qi' (this might be a standard abbreviation I've not previously seen).
The first letters of 'initiative raising' is 'ir'.
'ir'+'a'+'qi'='IRAQI'
'say' is the link.
Can you help me to learn more?
(Other definitions for iraqi that I've seen before include "Native of Basra, perhaps" , "Citizen of Baghdad, say" , "Sadaam, say" , "Foreign citizen" , "Baghdadi, perhaps" .)