Get merry at exercising brains (4,6)
I believe the answer is:
grey matter
'brains' is the definition.
(I've seen this before)
'get merry at exercising' is the wordplay.
'exercising' indicates anagramming the letters (letters exercise or move around).
'get'+'merry'+'at'='getmerryat'
'getmerryat' anagrammed gives 'GREY MATTER'.
(Other definitions for grey matter that I've seen before include "intellectual capacity?" , "Issue lacking clear boundaries" , "Brains" , "Brain tissue" , "stuff in the head" .)