zoo
One three letter word relating to anger and ending with O is ego.
Some three letter words that end with "o" are:agoegoduowhowootootwoboopoomooloogoo
tools
who
The three-letter Gershwin is "Ira." The "o" is probably incorrect.
too
the letter three and oclock
ore
Ono
The riddle is describing a sequence where the first letter of the word "first" is 'f', the second letter of the word "you" is 'o', the double of 'f' is 'ff' (the second letter of "off"), the first letter of the word "last" is 'l', and the last letter of "you" is 'u'. Putting it all together, the answer is "follow."
oak oak
It could be rot.