Marsupial that goes into shock when frightened (7)
I believe the answer is:
opossum
(Other definitions for opossum that I've seen before include "American and Australian marsupial, often with the first letter dropped" , "American and Australian marsupial, often abbreviated" , "Thickly furred marsupial" , "Thick-furred marsupial of the Americas" , "American tree-dweller" .)