The first to turn up? Not us (4)
I believe the answer is:
them
'not us' is the definition.
(I've seen this in another clue)
'the first to turn up?' is the wordplay.
'the first to' becomes 't' (hst letter of 'to').
'turn up?' becomes 'hem' (I can't justify this - if you can you should give a lot more credence to this answer).
't'+'hem'='THEM'
Can you help me to learn more?
(Other definitions for them that I've seen before include "people objectively" , "... in another case, they" , "Others" , "Let -- eat cake" , "(To/from) those people" .)