At rug I rock with a musical instrument (6)
I believe the answer is:
guitar
'musical instrument' is the definition.
(I know that Guitar is a musical instrument)
'at rug i rock' is the wordplay.
'rock' is an anagram indicator.
'at'+'rug'+'i'='atrugi'
'atrugi' anagrammed gives 'GUITAR'.
'with a' is the link.
(Other definitions for guitar that I've seen before include "One played with plectrum" , "Stringed instrument often played by pop groups" , "It's plucked or strummed" , "Six- or 12-stringed instrument" , "13's lute" .)