Stuck first of borrowed money in Oslo (4)
I believe the answer is:
bore
'stuck' is the definition.
(stick and bore can both mean to pierce or skewer)
'first of borrowed money in oslo' is the wordplay.
'first of' indicates taking the first letters.
'money in oslo' becomes 'ore' (Norwegian currency).
The first letter of 'borrowed' is 'b'.
'b'+'ore'='BORE'
(Other definitions for bore that I've seen before include "A tedious long-winded person" , "Wearisome person" , "Fast-running water" , "River wave; drill" , "Capable of being shifted" .)