Scandinavian, not the first to hold golf club (5)
I believe the answer is:
wedge
'club' is the definition.
(wedge is a kind of club)
'scandinavian not the first to hold golf' is the wordplay.
'scandinavian' becomes 'swede' (I've seen this before).
'not the first' means to remove the first letter.
'to hold' indicates putting letters inside.
'golf' becomes 'g' (phonetic alphabet: alpha, bravo, charlie etc.).
'swede' with its initial letter taken off is 'wede'.
'wede' enclosing 'g' is 'WEDGE'.
(Other definitions for wedge that I've seen before include "Chock" , "Jam" , "It may cause division" , "Triangular, thick piece" , "Tapering block" .)