Direct one going astray? That's difficult (9)
I believe the answer is:
recondite
'difficult' is the definition.
(thesaurus)
'direct one going astray?' is the wordplay.
'going astray?' is an anagram indicator.
'direct'+'one'='directone'
'directone' with letters rearranged gives 'RECONDITE'.
'that's' is the link.
(Other definitions for recondite that I've seen before include "(Of knowledge) obscure" , "Mysterious" , "not widely known" , "Direct one to be obscure or difficult" , "Abstruse" .)