Melancholy may follow this in ancient concert hall (5)
I believe the answer is:
odeon
'ancient concert hall' is the definition.
(I've seen this before)
I don't understand how the rest of the clue works.
Can you help me to learn more?
(Other definitions for odeon that I've seen before include "Ancient theatre - modern cinema" , "Classical Greek concert hall" , "Theatre of ancient Rome - picture house" , "old theatre" , "Ancient Greek building for music" .)