Snap cue in indignation, messing up, first of all (9)
I believe the answer is:
impromptu
'snap' is the definition.
(thesaurus)
'cue in indignation messing up first of all' is the wordplay.
'cue' becomes 'prompt' (synonyms).
'in' means one lot of letters goes inside another.
'first of all' indicates taking the first letters.
The first letters of 'indignation messing up' is 'imu'.
'prompt' inserted within 'imu' is 'IMPROMPTU'.
(Other definitions for impromptu that I've seen before include "On the spur of the moment" , "Piano piece" , "Without much planning" , "Without rehearsal or preparation" , "Offhand" .)