Tights in New York left on shelves initially (6)
I believe the answer is:
nylons
'tights' is the definition.
(I have seen 'Thin tights' mean 'nylons' so perhaps 'tights' could also mean 'nylons')
'new york left on shelves initially' is the wordplay.
'new york' becomes 'ny'.
'left' becomes 'L' (common abbreviation).
'initially' indicates taking the first letters.
The first letter of 'shelves' is 's'.
'ny'+'l'+'on'+'s'='NYLONS'
'in' acts as a link.
(Other definitions for nylons that I've seen before include "Women's stockings made of synthetic material" , "Stockings made of artificial material" , "Thin tights" , "Clothing" , "Women's stockings made from a sheer material" .)