Is there a way just to modify the font of a first character of a string in a DEFINE statement.

When you say modify - what do you want to do to it? If you want to change colors or styles this is done in the Stylesheet.

I think I understand your question - you want the first character of a string to appear in a different font/size than the rest of the string, right? There isn't a way to do this for a single field. There ARE ways to make it appear that way.

If the field is being displayed in a heading/footing, you'll have to break it into two separate fields suppose you have the field NAME/A20:

NAME1/A1=EDIT(NAME,'9');
NAME2/A19=SUBSTR(20,NAME,2,20,19,NAME2);

Then in your heading

HEADING
"<NAME1<+0><NAME2"

and in the stylesheet

TYPE=HEADING, LINE=1, ITEM=1, FONT=ARIAL,$
TYPE=HEADING, LINE=1, ITEM=2, FONT=COURIER,$

If you want this to appear in a column of a report, it will be a little trickier, but will still involve breaking the field up into two fields and squeezing them together to make it appear as if they are a single field - then you have to play with column headings to make them appear as if the two were a single column as well.

This is a field in a report body - The user wants the first character of the field to be a different font.

I'm assuming that "field in a report body" means that it appears as its own column. Styling can only be applied to an object in a report, such as a line, field, text item, column, etc. and unfortunately not to partial contents of a column/field. So about the only option as I mentioned before is to break the field up. When that field happens to be a column, it's going to be hard to get things to line up properly to make it look good. Here's an examnple, but it still looks a little funny due to the horizontal spacing required by different fonts and the separate fields.

DEFINE FILE CAR
CAR1/A1=EDIT(CAR,'9');
CAR2/A19=SUBSTR(20,CAR,2,20,19,CAR2);
END
TABLE FILE CAR
PRINT
     CAR1 AS ''
     CAR2 AS 'CAR'
     CAR
BY COUNTRY
ON TABLE PCHOLD FORMAT PDF
ON TABLE SET HTMLCSS ON
ON TABLE SET STYLE *
TYPE=REPORT,
     GRID=OFF,
     FONT='ARIAL',
     SIZE=10,
     COLOR='BLACK',
     BACKCOLOR='NONE',
     STYLE=NORMAL,
$
TYPE=DATA,
     COLUMN=N2,
     FONT='TIMES NEW ROMAN',
     STYLE=BOLD,
$
TYPE=DATA,
     COLUMN=N3,
     FONT='COURIER',
$
TYPE=REPORT,
     COLUMN=N3,
     POSITION=+0.000000,
$
ENDSTYLE
END

This won't look good for an HTML report, however. The gap between columns appears.

For an HTML-only report, you might try hardcoding the tags for font changes into the field itself like the following:

DEFINE FILE CAR
CAR1/A34='<B><I>'|EDIT(CAR,'9')|'</B></I>'|SUBSTR(20,CAR,2,20,19,'A19');
END
TABLE FILE CAR
PRINT
     CAR1 
     CAR
BY COUNTRY
ON TABLE PCHOLD FORMAT HTML
ON TABLE SET HTMLCSS ON
ON TABLE SET STYLE *
TYPE=REPORT,
     GRID=OFF,
     FONT='ARIAL',
     SIZE=10,
     COLOR='BLACK',
     BACKCOLOR='NONE',
     STYLE=NORMAL,
$
ENDSTYLE
END

If you could use this with a cascading stylesheet, you may be able to specify a different font using an HTML tag which could give you what you want.

Couple of suggestions, anyways. Good luck.

The CLASS attribute in the Focus stylesheet is the hook for applying CSS.

See Applying External Cascading Style Sheet Formatting.