Fancy sex turning up in middle of day! (6)
I believe the answer is:
notion
'fancy' is the definition.
(thesaurus)
'sex turning up in middle of day' is the wordplay.
'sex' becomes 'it' (a common euphemism).
'turning up' says the letters should be written in reverse.
'in' indicates putting letters inside.
'middle of day' becomes 'noon'.
'it' reversed gives 'ti'.
'ti' going within 'noon' is 'NOTION'.
(Other definitions for notion that I've seen before include "Whim or fancy" , "Vague understanding" , "desire" , "Caprice" , "Idea, concept" .)