Initially athlete looks lively on arrival in Scottish town (5)
I believe the answer is:
alloa
'scottish town' is the definition.
(I've seen this before)
'initially athlete looks lively on arrival' is the wordplay.
'initially' suggests taking the first letters.
The first letters of 'athlete looks lively on arrival' is 'ALLOA'.
'in' is the link.
(Other definitions for alloa that I've seen before include "possible cup opponent" , "A few thousand Scots" , "Town on Firth of Forth" , "place in Scotland" , "Town built" .)