Leaving to go round Cuba? That's thrilling (8)
I believe the answer is:
exciting
'thrilling' is the definition.
('exciting' can be similar in meaning to 'thrilling')
'leaving to go round cuba?' is the wordplay.
I cannot really see how this works, but
'go' could be 'ting' (tinging is a kind of going) and 'ting' is found in the answer.
'cuba?' could be 'c' and 'c' is present in the answer.
This explanation may well be incorrect...
'that's' is the link.
Can you help me to learn more?
(Other definitions for exciting that I've seen before include "Arousing thrill or expectation" , "moving" , "Exhilarating, stirring" , "Dramatic" , "stirring things up!" .)