It sounds horny having a bath first (4)
I believe the answer is:
tuba
'it sounds horny' is the definition.
The definition suggests a singular noun which matches the answer.
'a bath first' is the wordplay.
'bath' becomes 'tub' (synonyms).
'first' is a charade indicator (letters next to each other).
'a' put after 'tub' is 'TUBA'.
'having' is the link.
Can you help me to learn more?
(Other definitions for tuba that I've seen before include "This loud instrument" , "Valved instrument" , "Large brass wind instrument" , "bit of brass" , "Brass instrument of low pitch" .)