Consoling words are twice as costly (4,4)
'consoling words' is the definition.
'twice as costly' is the wordplay.
'twice' indicates the doubling of some letters.
'as costly' becomes 'dear' (synonyms. I am not sure about the 'as' bit.).
'dear' doubled is 'DEAR DEAR'.
'are' is the link.
Can you help me to learn more?
(Other definitions for dear dear that I've seen before include "Expression of dismay", "That's a pity!", "Too bad!".)