Ring Henry on first of October (4)
I believe the answer is:
halo
'ring' is the definition.
(I've seen this before)
'henry on first of october' is the wordplay.
'henry' becomes 'hal'.
'on' says to put letters next to each other.
'first of' indicates taking the first letters.
The initial letter of 'october' is 'o'.
'hal'+'o'='HALO'
(Other definitions for halo that I've seen before include "Disc of light" , "Sign of a saint" , "Saint's headlight?" , "Holy ring" , "Ring (around sun or moon)" .)