Good exercise must include a yawn (4)
I believe the answer is:
gape
'yawn' is the definition.
(I know that yawn can be written as gape)
'good exercise must include a' is the wordplay.
'good' becomes 'g' (abbreviation).
'exercise' becomes 'pe' (Physical Education).
'must include' is an insertion indicator.
'g'+'pe'='gpe'
'gpe' enclosing 'a' is 'GAPE'.
(Other definitions for gape that I've seen before include "Open-mouthed stare" , "Gawp" , "Stare with open mouth in wonder" , "Yawn" , "Look in amazement or stupidity" .)