In New York on return so inquisitive (4)
I believe the answer is:
nosy
'inquisitive' is the definition.
(thesaurus)
'in new york on return so' is the wordplay.
'in' means one lot of letters goes inside another.
'new york' becomes 'ny'.
'on return' is a reversal indicator.
'so' backwards is 'os'.
'ny' placed around 'os' is 'NOSY'.
(Other definitions for nosy that I've seen before include "Showing too much curiosity about people's affairs" , "Prying, snoopy" , "Offensively curious or inquisitive" , "Inquisitive in nasal manner" , "Fragrant" .)