True blue perhaps changing direction at first (5)
I believe the answer is:
loyal
'true blue' is the definition.
(I've seen this in another clue)
'changing direction at first' is the wordplay.
'changing' becomes 'loy' (I can't justify this - if you can you should give a lot more credence to this answer).
'direction' becomes 'L' (short for left).
'at' is a charade indicator (letters next to each other) (I've seen this in other clues).
'first' becomes 'a' (first letter of the alphabet).
'l' put after 'a' is 'al'.
'loy'+'al'='LOYAL'
'perhaps' acts as a link.
Can you help me to learn more?
(Other definitions for loyal that I've seen before include "one can trust" , "Faithful to country, cause or friend" , "Trusty" , "Showing firm allegiance" , "Dependable" .)