Rhode Island was first to be annoyed (5)
I believe the answer is:
riled
'be annoyed' is the definition.
(I've seen this before)
'rhode island was first' is the wordplay.
'rhode island' becomes 'RI' (US postal abbreviation).
'was first' becomes 'led' (to lead is to go first).
'ri'+'led'='RILED'
'to' acts as a link.
(Other definitions for riled that I've seen before include "get angry" , "Irritated, provoked" , "Made angry" , "Vexed" , "Nettled" .)