To begin with, ducks have feathers (4)
I believe the answer is:
down
'feathers' is the definition.
(down is a kind of feathers)
'to begin with ducks have' is the wordplay.
'to begin with' says to take the initial letters.
'have' becomes 'own' ('own' can be a synonym of 'have').
The initial letter of 'ducks' is 'd'.
'd'+'own'='DOWN'
(Other definitions for down that I've seen before include "Melancholy" , "Depressed - feathers" , "See 1" , "Blue" , "Out of sorts" .)