Woman married first man (5)
I believe the answer is:
madam
'woman' is the definition.
(used to address a woman)
'married first man' is the wordplay.
'married first' becomes 'm' (ast letter of 'married').
'man' becomes 'adam' (Adam is an example).
'm'+'adam'='MADAM'
(Other definitions for madam that I've seen before include "Conceited girl (colloq.)" , "How one may address a woman" , "pompous young lady?" , "Woman with status - girl with bad manners" , "formidable woman" .)