Is Thelma coming out to play? (6)
I believe the answer is:
hamlet
'to play?' is the definition.
(play by William Shakespeare)
'is thelma coming out' is the wordplay.
'coming out' is an anagram indicator.
'thelma' with letters rearranged gives 'HAMLET'.
(Other definitions for hamlet that I've seen before include "Shak. play; village" , "Shakespeare's tragic Prince of Denmark" , "Small village for Shakespeare prince" , "DOG" , "Village for Shakespearean prince" .)