Poem about duke's first wife? (4)
I believe the answer is:
lady
'wife?' is the definition.
(I have seen 'Wife of gentleman ' mean 'lady' so perhaps 'wife' could also mean 'lady')
'poem about duke's' is the wordplay.
'poem' becomes 'lay' (lay is a kind of poem).
'about' means one lot of letters goes inside another.
'duke' becomes 'd' (abbreviation).
'lay' placed around 'd' is 'LADY'.
'first' is the link.
(Other definitions for lady that I've seen before include "High-class woman" , "Gentlewoman" , "Lord's wife - peeress's title" , "Luck, for example" , "mature woman" .)