Having fun training the pinto in the pen (9)
I believe the answer is:
ballpoint
'the pen' is the definition.
(ballpoint is a kind of pen)
'having fun training the pinto in' is the wordplay.
'having fun' becomes 'ball' (I can't explain this - if you can you should give a lot more credence to this answer).
'training' is an anagram indicator (to train can mean to grow something into a shape).
'in' means one lot of letters goes inside another.
'pinto' anagrammed gives 'point'.
'ball' going inside 'point' is 'BALLPOINT'.
Can you help me to learn more?
(Other definitions for ballpoint that I've seen before include "Type of pen" , "Writer" , "Biro" .)