Three in Rome initially eat olive, say (4)
I believe the answer is:
tree
'olive say' is the definition.
(I know that Olea europaea is a type of tree)
'three in rome initially eat' is the wordplay.
'three in rome' becomes 'tre' (I've seen this in another clue).
'initially' indicates taking the first letters.
The initial letter of 'eat' is 'e'.
'tre'+'e'='TREE'
(Other definitions for tree that I've seen before include "Branching diagram" , "Tall wooden plant" , "Diagram representing different relationships" , "Plane possibly" , "Forest plant" .)