God last of all entering a game (6)
I believe the answer is:
apollo
'god' is the definition.
(Apollo is a Greek god)
'last of all entering a game' is the wordplay.
'last of' says to take the final letters.
'entering' means one lot of letters goes inside another.
'game' becomes 'polo' (polo is a kind of game).
The last letter of 'all' is 'l'.
'a'+'polo'='apolo'
'l' inserted into 'apolo' is 'APOLLO'.
(Other definitions for apollo that I've seen before include "Greek sun god and leader of the Muses" , "Greek god of light, poetry, music, healing and prophecy" , "Handsome young man of Greek mythology" , "Greek god of light, son of Zeus" , "Greek god of the sun (6)" .)