A female, nervous at first, pale-faced (5)
I believe the answer is:
ashen
'pale-faced' is the definition.
(thesaurus)
'a female nervous at first' is the wordplay.
'female' becomes 'she' (I've seen this before**).
'at first' says to take the initial letters.
The first letter of 'nervous' is 'n'.
'a'+'she'+'n'='ASHEN'
(Other definitions for ashen that I've seen before include "Drained of colour" , "Very pale, with shock or fear" , "Shane (anag.)" , "Having gone pale" , "lacking in colour" .)