Hot air is naturally thin (4)
I believe the answer is:
hair
'naturally thin' is the definition.
I can't tell whether this defines the answer.
'hot air' is the wordplay.
'hot' becomes 'h'.
'h'+'air'='HAIR'
'is' is the link.
Can you help me to learn more?
(Other definitions for hair that I've seen before include "Fibre; small extent" , "Fuzz" , "It grows from the skin" , "Coiffure" , "Fur - mop" .)