Insect used to be heading for picnic (4)
I believe the answer is:
wasp
'insect' is the definition.
(wasp is a kind of insect)
'used to be heading for picnic' is the wordplay.
'used to be' becomes 'was' (I've seen this before).
'heading for' suggests taking the first letters.
The first letter of 'picnic' is 'p'.
'was'+'p'='WASP'
(Other definitions for wasp that I've seen before include "Insect with a sting in its tail" , "type dominant across the pond" , "Being in the American elite" , "Insect with a formidable sting" , "spiteful person?" .)