To begin with, said Olympic Committee had investigated former host of Winter Games (5)
I believe the answer is:
sochi
'former host of winter games' is the definition.
I don't know anything about this answer so I cannot judge whether it can be defined by this definition.
'to begin with said olympic committee had investigated' is the wordplay.
'to begin with' says to take the initial letters.
The first letters of 'said olympic committee had investigated' is 'SOCHI'.
Can you help me to learn more?
(Another definition for sochi that I've seen is " Winter Olympics venue".)