Go to bed, having lost direction in Italy (5)
I believe the answer is:
turin
'in italy' is the definition.
('Turin' is part of 'italy')
'go to bed having lost direction' is the wordplay.
'go to bed' becomes 'turnin' ('turn in' can be a synonym of 'go to bed').
'having lost' suggests deleting specific letters.
'direction' becomes 'n' (N is an example).
'turnin' with 'n' removed is 'TURIN'.
(Other definitions for turin that I've seen before include "Italian destination" , "City of northwest Italy (with a shroud)" , "North Italian city" , "City abroad" , "regional capital" .)