Shape of eggs at first light (4)
I believe the answer is:
oval
'shape' is the definition.
(oval is a kind of shape)
'eggs at first light' is the wordplay.
'eggs' becomes 'ova' (term for egg cells).
'at' is a charade indicator (letters next to each other).
'first light' becomes 'l' (1st letter of 'light').
'ova'+'l'='OVAL'
'of' is the link.
(Other definitions for oval that I've seen before include "London cricket-ground" , "Where a duck may be broken" , "Where England regained the Ashes" , "Surrey county cricket ground" , "Curved shape" .)