Character from Greece turning ma bald! (6)
I believe the answer is:
lambda
'character from greece' is the definition.
(letter of the Greek alphabet)
'turning ma bald' is the wordplay.
'turning' is an anagram indicator.
'ma'+'bald'='mabald'
'mabald' is an anagram of 'LAMBDA'.
(Other definitions for lambda that I've seen before include "Steps taken" , "Teasing entertainer" , "The 11th letter of the Greek alphabet" , "part of the skull" , "Not one of our characters" .)