One's ancestor might have been surprised to say it (4)
I believe the answer is:
egad
'one's ancestor might have been surprised' is the definition.
I can't tell whether this definition defines the answer.
'say it' is the wordplay.
'say' becomes 'eg' (both can mean 'for example').
'it' becomes 'ad' (I am not sure about this - if you are sure you should give a lot more credence to this answer).
'eg'+'ad'='EGAD'
'to' is the link.
Can you help me to learn more?
(Other definitions for egad that I've seen before include "Christ" , "Oath sworn" , "Old exclamation; aged (anagram)" , "My word once" , "Archaic expression of anger, surprise, etc" .)