Capital girl, by Jove — a little different! (8)
I believe the answer is:
sarajevo
'capital' is the definition.
(capital of Bosnia and Herzegovina)
'girl by jove a little different' is the wordplay.
'girl' becomes 'Sara' (girl's name).
'by' says to put letters next to each other.
'a little different' indicates anagramming the letters (a simple anagram).
'jove' is an anagram of 'jevo'.
'sara'+'jevo'='SARAJEVO'
(Other definitions for sarajevo that I've seen before include "Capital of Bosnia and Herzogovina" , "Site of the assassination that sparked WW1" , "Place" , "Balkan capital" , "Where Archduke Franz Ferdinand died in 1914" .)