Imagine not beginning tricky puzzle (6)
I believe the answer is:
enigma
'puzzle' is the definition.
(I've seen this in another clue)
'imagine not beginning tricky' is the wordplay.
'not beginning' means to remove the first letter.
'tricky' is an anagram indicator.
'imagine' with its first letter removed is 'magine'.
'magine' anagrammed gives 'ENIGMA'.
(Other definitions for enigma that I've seen before include "WW2 code" , "Mysterious person" , "'Puzzle, riddle (6)'" , "WWII cipher" , "Riddle - German coding machine" .)