Last character round to play game (5)
I believe the answer is:
omega
'last character' is the definition.
(Greek alphabet)
'round to play game' is the wordplay.
'round' becomes 'o' (round can mean a round object).
'to play' indicates anagramming the letters.
'game' anagrammed gives 'mega'.
'o'+'mega'='OMEGA'
(Other definitions for omega that I've seen before include "Athenian character" , "letter to Greeks" , "in Greece, the limit!" , "Art of story-telling by body movement" , "Traditional story" .)