Welshman maybe missing first musical instrument (5)
I believe the answer is:
organ
'musical instrument' is the definition.
(I know that organ is a type of reed organ)
'welshman maybe missing first' is the wordplay.
'welshman maybe' becomes 'Morgan' (common Welsh name).
'missing first' means to remove the first letter.
'morgan' with its initial letter taken off is 'ORGAN'.
(Other definitions for organ that I've seen before include "House journal" , "Possibly the heart" , "Eg, heart, liver" , "Stopped instrument" , "Pipe or reed instrument" .)