An Indian, oddly, appearing in opera (4)
I believe the answer is:
aida
'opera' is the definition.
(Aida is an opera by Giuseppe Verdi)
'an indian oddly appearing' is the wordplay.
'oddly appearing' means one should take alternating letters (letters in odd-numbered positions).
'an'+'indian'='anindian'
The alternating letters of 'anindian' are 'AIDA'.
'in' is the link.
(Other definitions for aida that I've seen before include "she dies entombed" , "Princess" , "work of grand proportions" , "Verdi's slave girl" , "Covent Garden production?" .)