Cosy home in Talinn, Estonia (4)
I believe the answer is:
nest
'cosy home' is the definition.
'in talinn estonia' is the wordplay.
'in' indicates a hidden word.
'NEST' is hidden within 'talinn estonia'.
(Other definitions for nest that I've seen before include "Cosy place" , "Place of retreat" , "In which to lay eggs or give birth" , "Make a home (birds)" , "comfortable residence" .)