Develop thick hair? Not at first (5)
I believe the answer is:
hatch
'develop' is the definition.
(thesaurus)
'thick hair? not at first' is the wordplay.
'thick hair?' becomes 'thatch' (I've seen this before).
'not at first' means to remove the first letter.
'thatch' with its initial letter taken away is 'HATCH'.
(Other definitions for hatch that I've seen before include "Trapdoor cover" , "Access opening" , "contrive to > emerge in > shade" , "Emerge from shell" , "Devise" .)