As a woman, I am surprised to be holding a gun (6)
I believe the answer is:
agatha
'as a woman' is the definition.
I can't tell whether this definition defines the answer.
'i am surprised to be holding a gun' is the wordplay.
'i am surprised' becomes 'aha' (expression of surprise).
'to be holding' indicates putting letters inside.
'a gun' becomes 'gat' (gat is a kind of gun).
'aha' placed around 'gat' is 'AGATHA'.
(Other definitions for agatha that I've seen before include "female" , "- Christie, twentieth century crime novelist" , "Wodehouse aunt" , "Bertie Wooster's aunt" , "- Christie, detective novelist" .)