Arrive missing a day of fun (6)
I believe the answer is:
comedy
'fun' is the definition.
(comedy is a kind of fun)
'arrive missing a day' is the wordplay.
'arrive' becomes 'come' (coming is a kind of arriving).
'missing' is a deletion indicator.
'day' with 'a' taken away is 'dy'.
'come'+'dy'='COMEDY'
'of' is the link.
(Other definitions for comedy that I've seen before include "provides amusement" , "Funny presentation" , "Form of light entertainment" , "Funny and/or happy play" , "Humorous film/play" .)