Beginning to play rugby union with depression is wise (7)
I believe the answer is:
prudent
'wise' is the definition.
('prudent' is associated in meaning with 'wise')
'beginning to play rugby union with depression' is the wordplay.
'beginning to' suggests taking the first letters.
'rugby union' becomes 'ru'.
'with' means one lot of letters go next to another.
'depression' becomes 'dent' ('dent' can be a synonym of 'depression'**).
The first letter of 'play' is 'p'.
'p'+'ru'+'dent'='PRUDENT'
'is' is the link.
(Other definitions for prudent that I've seen before include "Acting with care for the future" , "Cautious; discreet" , "Judicious" , "not taking any risks?" , "Cautious and circumspect" .)