First person in Rome, say, with nothing
I believe the answer is:
ego
'first person in rome' is the definition.
I can't judge whether this defines the answer.
'say with nothing' is the wordplay.
'say' becomes 'eg' (short for 'exempli gratia', 'for example' in Latin).
'with' says to put letters next to each other.
'nothing' becomes 'O' (O resembles 0).
'eg'+'o'='EGO'
Can you help me to learn more?
(Other definitions for ego that I've seen before include "Morale" , "One's self-image" , "Self-esteem, conceit" , "Selfishness" , "(Self-assertive) personality" .)