Cold? Not advisable to fall asleep (5)
I believe the answer is:
crash
'fall asleep' is the definition.
(I've seen this in another clue)
'cold? not advisable' is the wordplay.
'cold?' becomes 'C' (eg on taps).
'not advisable' becomes 'rash' (I can't explain this - if you can you should give a lot more credence to this answer).
'c'+'rash'='CRASH'
'to' acts as a link.
Can you help me to learn more?
(Other definitions for crash that I've seen before include "Impact" , "Economic collapse" , "Bang" , "Disastrous market fall" , "Car accident" .)