Instrument in my bag (6)
I believe the answer is:
cornet
'instrument' is the definition.
(cornet is a kind of instrument)
'my bag' is the wordplay.
'my' becomes 'cor' (I've seen this in other clues).
'bag' becomes 'net' (I've seen this in other clues**).
'cor'+'net'='CORNET'
'in' is the link.
(Other definitions for cornet that I've seen before include "Ice cream cone" , "Brass instrument - ice cream" , "Ice-cream cone" , "Small trumpet or ice-cream holder" , "I could provide musical accompaniment" .)