An arresting thing to say in a big way! (5)
I believe the answer is:
avast
'an arresting thing to' is the definition.
I can't judge whether this defines the answer.
'in a big way' is the wordplay.
'in' means one lot of letters goes inside another.
'big' becomes 'vat' (I am not sure about this - if you are sure you should give a lot more credence to this answer).
'way' becomes 's' (Compass direction - South).
'a'+'vat'='avat'
'avat' going around 's' is 'AVAST'.
'say' acts as a link.
Can you help me to learn more?
(Other definitions for avast that I've seen before include "Stop! (naut.)" , "eleven [CEASE] at sea" , "Stop sailing" , "shout stopping the ship" , "Stop, nautically speaking" .)