Sister, apprehensive initially, in college in Warwickshire town (8)
I believe the answer is:
Here is my best explanation:
'warwickshire town' is the definition.
(I've seen this before)
'sister apprehensive initially in college' is the subsidiary indication.
'sister' becomes 'nun' (I've seen this before).
'initially' says to take the initial letters.
'in' indicates putting letters inside.
'college' becomes 'eton' (I've seen this before**).
The first letter of 'apprehensive' is 'a'.
'a' going inside 'eton' is 'eaton'.
'in' is the link.
(Other definitions for nuneaton that I've seen before include "Warwickshire town", "northern English town" and "midlands town".)