Criminal leads government a merry dance (5)
I believe the answer is:
conga
'merry dance' is the definition.
'conga' can be an answer for 'dance' (conga is a type of dance). I'm not certain of the 'merry' bit.
'criminal leads government a' is the wordplay.
'criminal' becomes 'con' (abbreviation for 'convict').
'leads' is a charade indicator (letters next to each other) (some letters go in front of others).
'government' becomes 'g' (abbreviation for government).
'con'+'g'+'a'='CONGA'
Can you help me to learn more?
(Other definitions for conga that I've seen before include "Chain dance" , "Single-file dance" , "Cuban dance of three steps followed by a kick" , "Dance of 3 steps and a kick by people in single file" , "Party dance" .)