Brown horse’s initially rough cry (4)
I believe the answer is:
bray
'rough cry' is the definition.
'bray' can be an answer for 'cry' (I have seen 'Cry of donkey ' mean 'bray' so perhaps 'cry' could also mean 'bray'). I am not sure about the 'rough' bit.
'brown horse's initially' is the wordplay.
'brown' becomes 'br'.
'horse's initially' becomes 'ay' (I am not sure about this - if you are sure you should believe this answer much more).
'br'+'ay'='BRAY'
Can you help me to learn more?
(Other definitions for bray that I've seen before include "The Vicar of --; heehaw" , "Berkshire village with a long-serving, politically flexible 18th-century vicar" , "Like an ass, bellow" , "Its vicar was adaptable" , "Donkey call" .)