Fan first in line for the Sex Pistols, say? (5)
I believe the answer is:
Here is my best explanation:
'line for the sex pistols say?' is the definition.
I can't judge whether this defines the answer.
'fan first' is the wordplay.
'fan' becomes 'punk' (I can't explain this - if you can you should give a lot more credence to this answer).
'first' becomes 'a'.
'in' is the link.