Sad at first but lightens up eventually (4)
I believe the answer is:
blue
'sad' is the definition.
(I know that sad can be written as blue)
'first but lightens up eventually' is the wordplay.
'first' suggests taking the first letters.
The first letters of 'but lightens up eventually' is 'BLUE'.
'at' is the link.
(Other definitions for blue that I've seen before include "Colour; depressed" , "Sea colour" , "Between green and violet" , "Colour; squander" , "entertaining rabbi" .)