Confusion about piano or wind instrument (4)
I believe the answer is:
pipe
'wind instrument' is the definition.
(pipe is a kind of wind instrument)
'confusion about piano' is the wordplay.
'confusion' becomes 'pie' (I've seen this in other clues).
'about' means one lot of letters goes inside another.
'piano' becomes 'p' (musical abbreviation).
'pie' enclosing 'p' is 'PIPE'.
'or' is the link.
(Other definitions for pipe that I've seen before include "Tropical fruit" , "Tube, maybe musical" , "Tube; wind instrument" , "It can be played or smoked" , "11th" .)