George Eliot, say, used pony oddly at start of Middlemarch (9)
I believe the answer is:
pseudonym
'george eliot' is the definition.
(George Eliot was the pseudonym of Mary Ann Evans)
'used pony oddly at start of middlemarch' is the wordplay.
'oddly' indicates an anagram.
'at start of' says to take the initial letters.
The initial letter of 'middlemarch' is 'm'.
'used'+'pony'='usedpony'
'usedpony' anagrammed gives 'pseudony'.
'pseudony'+'m'='PSEUDONYM'
'say' is the link.
(Other definitions for pseudonym that I've seen before include "Fictitious identity" , "another title" , "in the style of George Eliot?" , "Name adopted by someone for a particular role" , "Also known as" .)