Soldier is not the first generating a rumour in seedy New York club

'seedy new york club' is the definition.
The answer and definition can be both man-made objects as well as being singular nouns.
Maybe they are linked in a way I don't understand?

'soldier is not the first generating a rumour' is the wordplay.
'soldier' becomes 'gi' (government issue or general issue).
'the first' says to take the initial letters.
'generating a rumour' becomes 'mill' (I am not sure about this - if you are sure you should give a lot more credence to this answer).
The first letter of 'not' is 'n'.
'gi'+'n'+'mill'='GIN MILL'

'in' is the link.

Can you help me to learn more?