King in Bilbao oddly beginning to head in the direction of Mecca (6)
I believe the answer is:
kiblah
'the direction of mecca' is the definition.
(I've seen this before)
'king in bilbao oddly beginning to head' is the wordplay.
'king' becomes 'K' (chess abbreviation).
'oddly' means one should take alternating letters (letters in odd-numbered positions).
'beginning to' suggests taking the first letters.
The first letter of 'head' is 'h'.
'in'+'bilbao'='inbilbao'
The alternate letters of 'inbilbao' are 'ibla'.
'k'+'ibla'+'h'='KIBLAH'
'in' acts as a link.
(Other definitions for kiblah that I've seen before include "The direction of Mecca" , "that's turned to praying" .)