Captive audience at first, say, turning on entertainer (7)
I believe the answer is:
hostage
'captive' is the definition.
(I know that hostage is a type of captive)
'audience at first say turning on entertainer' is the wordplay.
'at first' suggests taking the first letters.
'say' becomes 'eg' (both can mean for example).
'turning' says the letters should be written backwards.
'on' means one lot of letters go next to another.
'entertainer' becomes 'host' (person hosting or entertaining guests).
The initial letter of 'audience' is 'a'.
'eg' in reverse letter order is 'ge'.
'a'+'ge'='age'
'age' put after 'host' is 'HOSTAGE'.
(Other definitions for hostage that I've seen before include "Prisoner held as surety" , "She-goat (anag)" , "Detainee - gash toe (anag)" , "Person held by kidnappers" , "One held as security" .)