Would it be possible to ‘pin’ a blog entry, so that it always appeared first in the Summary view?
No, sorry that isn’t something Alloy does.
Feature request for the future? 
It has been asked for in the past. It has been noted. But I’m personally still a bit unclear of the benefits of this as far a a blog post goes. Blog posts are content that fall within a flow of other blog posts. If you want content at the top of the blog that is displayed all of the time wouldn’t that be one of the following:
(1) The most recent post on the blog, which is how Alloy works already.
or
(2) Content that needs to be displayed all of time. In this case you can place content on the page outside of the Blog Entries stack, which would be displayed on every page. You can even keep that content from displaying (in most cases as long as it is not too complex) on Full Entry views by using the Conditional stack.
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Thanks Adam. I’ll have a look at number 2 
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Could you just create a “Pinned” (whatever fancy name) category to save certain blogs to that category. If a visitor sees the category, all those special blogs would be visible on the same page. Maybe you are referring to something like Pinterest where one can bookmark a certain blog? If I find a blog of interest that I want to save, I just bookmark them in the browser.
It’s a possibility. I really just want one post to be pinned, like you can on Twitter. I’ll work round it, I’m sure!