Letter of thanks after getting shown the way up (5)
I believe the answer is:
delta
'letter' is the definition.
(Greek letter)
'thanks after getting shown the way up' is the wordplay.
'thanks' becomes 'ta' (UK informal version of 'thank you').
'after getting' says to put letters next to each other.
'shown the way' becomes 'led' (to lead is to show the way).
'up' is a reversal indicator (in down clue: letters go upwards).
'led' reversed gives 'del'.
'ta' put after 'del' is 'DELTA'.
'of' acts as a link.
(Other definitions for delta that I've seen before include "Foreign character" , "Area of distributaries in a river basin" , "Coastal feature" , "Comms code for 'd'" , "Greek letter in the shape of a triangle" .)