The word “brainteaser”
“My first”, “my second”, “my third”, etc. refer to the first, second, third, etc. letters of the word “brainteaser” as follows:
line 1: bra
line 2: rain
line 3: ain’t (nonstandard = “am not”, or “are not”, or “is not”)
line 4: in (preposition)
line 5: NT (Windows NT)
line 6: tea
line 7: ease
line 8: as (e.g. “It’s as light as a feather.”)
line 9: se (of “per se”, from Latin per sē meaning “by itself”)
line 10: er (interjection)