Kelly has a keen start inside, with nothing on (5)
I believe the answer is:
naked
'with nothing on' is the definition.
(wearing no clothing)
'kelly has a keen start' is the wordplay.
'kelly' becomes 'ned' (outlaw Ned Kelly).
'has' indicates putting letters inside.
'start' suggests taking the first letters.
The initial letter of 'keen' is 'k'.
'a'+'k'='ak'
'ned' placed around 'ak' is 'NAKED'.
'inside' acts as a link.
(Other definitions for naked that I've seen before include "Starkers" , "In the altogether" , "being exposed" , "Au naturel" , "Without clothes" .)