Heads for the underworld (5)
I believe the answer is:
hades
'underworld' is the definition.
(Hades can mean the underworld in Greek myth)
'heads for' is the wordplay.
'heads' anagrams to 'HADES'.
However, I'm not sure how the anagram is indicated.
'the' is the link.
Can you help me to learn more?
(Other definitions for hades that I've seen before include "It's classical hell in the shade" , "Home of the souls of the dead" , "In Greek myth, the Underworld" , "gloomy place" , "A place of some darkness" .)