Head to Brazil with a small band (4)
I believe the answer is:
trio
'a small band' is the definition.
(I've seen this in another clue)
'head to brazil' is the wordplay.
'head' indicates taking the first letters.
'brazil' becomes 'rio' (I am not sure about this - if you are sure you should believe this answer much more).
The first letter of 'to' is 't'.
't'+'rio'='TRIO'
'with' acts as a link.
Can you help me to learn more?
(Other definitions for trio that I've seen before include "Work for three" , "Beethoven's 'Archduke': famous piece written for this ensemble" , "A group or set of three" , "(Composition for) three performers" , "Three together" .)