Begin, nervously keeping secret (5)
I believe the answer is:
inner
'secret' is the definition.
(thesaurus)
'begin nervously keeping' is the wordplay.
'keeping' says the answer is hidden in the clue.
'INNER' is hidden in the letters of 'begin nervously'.
(Other definitions for inner that I've seen before include "Located inward" , "personal" , "Close to the centre; mental" , "It's next to the bull on the board" , "Internal - mental" .)