Sleep? Have a go at sleeping soundly at first (4)
I believe the answer is:
doss
'sleep?' is the definition.
(I've seen this in other clues)
'have a go at sleeping soundly at first' is the wordplay.
'have a go' becomes 'do' (have a go can mean to do something).
'at' is a charade indicator (letters next to each other).
'at first' says to take the initial letters.
The first letters of 'sleeping soundly' is 'ss'.
'do'+'ss'='DOSS'
(Other definitions for doss that I've seen before include "Sleep (in cheap lodgings?)" , "Sleep in rough or improvised accommodation" , "go to bed" , "easily accomplished" , "Sleep like a tramp" .)