Heading west, went by Underground entrance (5)
I believe the answer is:
debut
'entrance' is the definition.
(I've seen this before)
'heading west went by underground' is the wordplay.
'heading west' says the letters should be written backwards.
'went' becomes 'd' (I can't explain this - if you can you should believe this answer much more).
'by' says to put letters next to each other.
'underground' becomes 'tube' (the London Underground is nicknamed the Tube).
'd' after 'tube' is 'tubed'.
'tubed' written backwards gives 'DEBUT'.
Can you help me to learn more?
(Other definitions for debut that I've seen before include "where one began" , "First appearence as of society girl" , "entrance" , "First public appearance of performer" , "First appearance, coming out" .)