Burrowing marsupial initially wary of man with club (6)
I believe the answer is:
wombat
'burrowing marsupial' is the definition.
(I've seen this in another clue)
'initially wary of man with club' is the wordplay.
'initially' suggests taking the first letters.
'with' is a charade indicator (letters next to each other).
'club' becomes 'bat' (as in sporting equipment).
The initial letters of 'wary of man' is 'wom'.
'wom'+'bat'='WOMBAT'
(Other definitions for wombat that I've seen before include "Australian animal resembling small bear" , "Tailless marsupial down under" , "Australian burrowing marsupial" , "Marsupial of Oz" , "Australian resident" .)