Threaten to go out first from Gatwick Express (6)
I believe the answer is:
gutter
'threaten to go out' is the definition.
(I've seen this before)
'gatwick express' is the wordplay.
'gatwick' becomes 'g' (this could be a standard abbreviation which I don't know about).
'express' becomes 'utter' (synonyms).
'g'+'utter'='GUTTER'
'first from' is the link.
This may not be right. Some or all of it may belong to another bit of the clue.
Can you help me to learn more?
(Other definitions for gutter that I've seen before include "Channel for carrying off water" , "Channel to carry away rainwater" , "Channel running along the eaves of a building" , "Street channel for carrying off rainwater" , "Where snipe can be found" .)