It's a mistake to shout discouragement at a bonehead! (4)
I believe the answer is:
boob
'it's a mistake' is the definition.
(I've seen this before)
'shout discouragement at a bonehead' is the wordplay.
'shout discouragement' becomes 'boo' (I am not sure about this - if you are sure you should believe this answer much more).
'at' means one lot of letters go next to another.
'a bonehead' becomes 'b' (head letter of 'bone').
'boo'+'b'='BOOB'
'to' is the link.
Can you help me to learn more?
(Other definitions for boob that I've seen before include "Error" , "Mistake; breast (sl.)" , "Slip" , "Embarrassing mistake" , "Blunder (colloq.)" .)