Sources at home penetrating first of oil rigs (7)
I believe the answer is:
origins
'sources' is the definition.
('origin' can be a synonym of 'source')
'home penetrating first of oil rigs' is the wordplay.
'home' becomes 'in' ('he's home' can mean 'he's in').
'penetrating' means one lot of letters goes inside another.
'first of oil' becomes 'o' (1st letter of 'oil').
'o'+'rigs'='origs'
'in' put into 'origs' is 'ORIGINS'.
'at' acts as a link.
(Other definitions for origins that I've seen before include "Beginnings, ancestry" , "Pedigree" , "So I grin (anag.)" , "Where things begin" , "Parentage" .)