European king in ceremony connected to American state (7)
I believe the answer is:
eritrea
'american state' is the definition.
'Eritrea' can be an answer for 'state' (Eritrea is an example). I am unsure of the 'american' bit.
'european king in ceremony connected' is the wordplay.
'european' becomes 'E' (abbreviation e.g. EU).
'king' becomes 'R' (abbreviation of Latin rex).
'in' indicates putting letters inside.
'ceremony' becomes 'rite' (rite is a kind of ceremony).
'connected' becomes 'a' (I am not sure about this - if you are sure you should believe this answer much more).
'r' inserted into 'rite' is 'ritre'.
'e'+'ritre'+'a'='ERITREA'
'to' is the link.
Can you help me to learn more?
(Other definitions for eritrea that I've seen before include "Country in the Horn of Africa" , "Asmara area" , "nation" , "North-east African state" , "State of northeast Africa" .)