Was the first one to go in for the ballad type of song (4)
I believe the answer is:
lied
'type of song' is the definition.
'was the first one to go in' is the wordplay.
'was the first' becomes 'led' (to lead is to go first).
'one' becomes 'i' (Roman numeral).
'to go in' indicates putting letters inside.
'led' enclosing 'i' is 'LIED'.
'for the ballad' acts as a link.
I am not very happy about this link. Some or all of it may belong to another bit of the clue.
Can you help me to learn more?
(Other definitions for lied that I've seen before include "Song in Berlin" , "refused to admit it" , "Produced pork pie" , "Art song - told porkies" , "Told untruths; song" .)