Extreme suffering of some collecting game (5)
I believe the answer is:
agony
'extreme suffering' is the definition.
(I've seen this in another clue)
'some collecting game' is the wordplay.
'some' becomes 'any' (similar in meaning).
'collecting' means one lot of letters goes inside another.
'game' becomes 'go game' (go is a board game).
'any' going around 'go' is 'AGONY'.
'of' is the link.
(Other definitions for agony that I've seen before include "This aunt answers readers' questions" , "Suffering - anguish" , "Mental suffering" , "Extreme pain" , "Pain, torment" .)