Adage, for example, in Greek capital (6)
I believe the answer is:
saying
'adage' is the definition.
(I've seen this in another clue)
'for example in greek capital' is the wordplay.
'for example' becomes 'say' ('say' can be used to introduce an example).
'capital' says to take the initial letters.
The initial letter of 'greek' is 'g'.
'say'+'in'+'g'='SAYING'
(Other definitions for saying that I've seen before include "talking!" , "Adage, maxim" , "Speaking; adage" , "Well-known phrase or proverb - just speaking" , "Gnome" .)