Rhode Island was first to be annoyed (5)
I believe the answer is:
riled
'be annoyed' is the definition.
(I've seen this in another clue)
'rhode island was first' is the wordplay.
'rhode island' becomes 'RI' (US postal abbreviation).
'was first' becomes 'led' (to lead is to go first).
'ri'+'led'='RILED'
'to' is the link.
(Other definitions for riled that I've seen before include "get angry" , "Irritated, provoked" , "Made angry" , "Vexed" , "Nettled" .)