Still taking in first piece of information (9)
I believe the answer is:
statistic
'piece of information' is the definition.
(numerical piece of information)
'still taking in first' is the wordplay.
'still' becomes 'static' (synonyms).
'taking in' is an insertion indicator.
'first' becomes 'ist' (ist resembles sst).
'static' enclosing 'ist' is 'STATISTIC'.
(Other definitions for statistic that I've seen before include "Collector's item" , "It could be vital" , "Numerical fact" , "Data point" , "E.g. crime figure" .)