Saucy hussy's first seen in a Scottish city (5)
I believe the answer is:
perth
'a scottish city' is the definition.
(Perth is a city in Scotland)
'saucy hussy's first seen in' is the wordplay.
'saucy' becomes 'pert' (synonyms).
'first seen in' indicates taking the first letters.
The first letter of 'hussys' is 'h'.
'pert'+'h'='PERTH'
(Other definitions for perth that I've seen before include "Western Australia's capital" , "City of Scotland" , "Home of fair maid" , "Australian state capital" , "Capital of Western Australia" .)