Appalling smoke beginning to thicken all around (6)
I believe the answer is:
tragic
'appalling' is the definition.
(tragic can mean horrible or appalling)
'smoke beginning to thicken all around' is the wordplay.
'smoke' becomes 'cigar' (smoke can mean a cigar).
'beginning to' says to take the initial letters.
'all around' says the letters should be written in reverse.
The first letter of 'thicken' is 't'.
'cigar'+'t'='cigart'
'cigart' reversed gives 'TRAGIC'.
(Other definitions for tragic that I've seen before include "Dreadful" , "Awful" , "Causing extreme distress or sorrow" , "heartbreaking" , "Disastrous, appalling" .)