Restriction in first of colours, light blue (9)
I believe the answer is:
clampdown
'restriction' is the definition.
(I know that clampdown is a type of restriction)
'first of colours light blue' is the wordplay.
'first of colours' becomes 'c' (1st letter of 'colours').
'light' becomes 'lamp' (lamp is a kind of light).
'blue' becomes 'down' (both can mean sad).
'c'+'lamp'+'down'='CLAMPDOWN'
'in' is the link.
(Other definitions for clampdown that I've seen before include "stopper?" , "Restrictive practice" , "suppression" , "restrictive measure" , "Sudden restriction on an activity" .)