In depression, beginning to turn stormy (6)
I believe the answer is:
trough
'in depression' is the definition.
'trough' can be an answer for 'depression' (trough is a kind of depression). I'm not certain of the 'in' bit.
'beginning to turn stormy' is the wordplay.
'beginning to' says to take the initial letters.
'stormy' becomes 'rough' (similar in meaning).
The first letter of 'turn' is 't'.
't'+'rough'='TROUGH'
(Other definitions for trough that I've seen before include "Narrow area of low pressure" , "Long narrow container used to feed animals" , "Narrow channel" , "Pigswill container" , "period when little is achieved" .)