Gloomy beggar at the end with nothing in hat (8)
I believe the answer is:
sombrero
'hat' is the definition.
(I know that sombrero is a type of hat)
'gloomy beggar at the end with nothing' is the wordplay.
'gloomy' becomes 'sombre' (I've seen this before).
'at the end' indicates one should take the final letters.
'with' means one lot of letters go next to another.
'nothing' becomes 'O' (looks like zero - 0).
The last letter of 'beggar' is 'r'.
'sombre'+'r'+'o'='SOMBRERO'
'in' is the link.
(Other definitions for sombrero that I've seen before include "Hat for South American" , "headgear from Mexico" , "Straw hat with very wide brim from Mexico" , "Wide-brimmed hat of Mexico" , "It may be felt" .)