An uncannily grim, upsetting story, that’s initially impressive (6)
I believe the answer is:
august
'impressive' is the definition.
(thesaurus)
'an uncannily grim upsetting story that's initially' is the wordplay.
'an' becomes 'a'.
'initially' indicates taking the first letters.
The initial letters of 'uncannily grim upsetting story that' is 'ugust'.
'a'+'ugust'='AUGUST'
(Other definitions for august that I've seen before include "Eighth month" , "Sublime" , "Distinguished" , "A grand month?" , "Dignified and imposing" .)