Bird with some thoughts wandering (4)
I believe the answer is:
swan
'bird' is the definition.
(swan is a kind of bird)
'with some thoughts wandering' is the wordplay.
'with' says the answer is hidden in the clue.
'SWAN' is hidden in the letters of 'some thoughts wandering'.
(Other definitions for swan that I've seen before include "Mute, whooper or Bewick's bird" , "Cob - pen" , "possibly mute" , "Whooper, perhaps" , "Shakespeare is called The .... of Avon" .)