Worshipped figure in deity often legendary, first of all (4)
I believe the answer is:
idol
'worshipped figure' is the definition.
(I've seen this in another clue)
'in deity often legendary first of all' is the wordplay.
'first of all' says to take the initial letters.
The first letters of 'in deity often legendary' is 'IDOL'.
(Other definitions for idol that I've seen before include "something to be revered" , "Image of a god (not icon)" , "False god" , "Blue-eyed boy" , "A graven image, or a hero" .)