Harry initially going astray for swimmer (7)
I believe the answer is:
herring
'swimmer' is the definition.
(herring is a kind of aquatic vertebrate)
'harry initially going astray' is the wordplay.
'initially' indicates taking the first letters.
'going astray' becomes 'erring'.
The first letter of 'harry' is 'h'.
'h'+'erring'='HERRING'
'for' acts as a link.
(Other definitions for herring that I've seen before include "Sea fish" , "Important food fish" , "one could be soused" , "Fatty fish" , "Sprat" .)