Lady from a western state (5)
I believe the answer is:
woman
'lady' is the definition.
(I've seen this before)
'a western state' is the wordplay.
'a western' becomes 'w'.
'state' becomes 'oman' (Oman is a country).
'w'+'oman'='WOMAN'
'from' acts as a link.
(Other definitions for woman that I've seen before include "Adult female" , "Lady" , "With 1a [NEW] a freedom fighter" , "With 1a [OLD], one's rather timid" , "See 16" .)