To begin with, was first to appear frightened (8)
I believe the answer is:
startled
'frightened' is the definition.
(I've seen this in another clue)
'to begin with was first' is the wordplay.
'to begin' becomes 'start' ('start' can be a synonym of 'begin').
'with' says to put letters next to each other.
'was first' becomes 'led' (I've seen this in another clue).
'start'+'led'='STARTLED'
'to appear' acts as a link.
This may not be right. Some or all of it may be part of another bit of the clue.
Can you help me to learn more?
(Other definitions for startled that I've seen before include "Scared" , "Affrighted" , "Frightened or suprised suddenly" , "Taken aback" , "Taken by surprise" .)