Go wrong out of sheer terror? (3)
I believe the answer is:
err
'go wrong' is the definition.
(I've seen this before)
'out of sheer terror?' is the wordplay.
'out of' says the answer is hidden in the clue.
'ERR' is hidden in the letters of 'sheer terror'.
(Other definitions for err that I've seen before include "Make mistakes" , "Stray from the straight and narrow" , "Make mistake in Canberra" , "Miss the mark" , "Be incorrect" .)