I must think about looking firstly for a place in Germany (3)
I believe the answer is:
'a place in germany' is the definition.
(Ulm is a city in Germany)
'i must think about looking firstly' is the wordplay.
'i must think' becomes 'um' (expression of hesitation).
'about' indicates putting letters inside.
'firstly' indicates taking the first letters.
The initial letter of 'looking' is 'l'.
'um' placed around 'l' is 'ULM'.
'for' is the link.
(Other definitions for ulm that I've seen before include "German city on the Danube, home to Einstein and the world's tallest church steeple" , "German town" .)