Lunar feature of note, not well covered (5)
I believe the answer is:
rille
'lunar feature' is the definition.
'note not well covered' is the wordplay.
'note' becomes 're' (**).
'not well' becomes 'ill' ('ill' is the opposite to 'well').
'covered' indicates putting letters inside.
're' going around 'ill' is 'RILLE'.
'of' is the link.
(Other definitions for rille that I've seen before include "satellite channel" , "Fissure on the moon" , "Channel on the moon" .)