In a terrible gale, one needs to be nimble! (5)
I believe the answer is:
agile
'to be nimble' is the definition.
(agile can mean nimble or athletic)
'in a terrible gale one' is the wordplay.
'in' indicates putting letters inside.
'a terrible' is an anagram indicator.
'one' becomes 'i' (Roman numeral).
'gale' with letters rearranged gives 'agle'.
'agle' enclosing 'i' is 'AGILE'.
'needs' is the link.
(Other definitions for agile that I've seen before include "Quick to move" , "Flexible" , "Quick-moving, supple" , "Nifty" , "Nimble, quick-moving" .)