Collect gun kept by that lady (6)
I believe the answer is:
gather
'collect gun' is the definition.
'gather' can be an answer for 'collect' (synonyms). I'm not sure about the 'gun' bit.
'kept by that lady' is the wordplay.
'kept by' becomes 'gat' (I can't explain this - if you can you should give a lot more credence to this answer).
'that lady' becomes 'her' (I've seen this before).
'gat'+'her'='GATHER'
Can you help me to learn more?
(Other definitions for gather that I've seen before include "Get together" , "Bring or assemble together" , "make a deduction" , "Accumulate, amass" , "Collect together in one place" .)