Midnight odyssey starts on boat in capital (6)
I believe the answer is:
moscow
'capital' is the definition.
(Moscow is an example)
'midnight odyssey starts on boat' is the wordplay.
'starts on' says to take the initial letters.
'boat' becomes 'scow' (scow is a kind of boat).
The initial letters of 'midnight odyssey' is 'mo'.
'mo'+'scow'='MOSCOW'
'in' acts as a link.
(Other definitions for moscow that I've seen before include "Capital of Russia" , "Russian capital" , "Kremlin location" , "Olympic city, 1980" , "capital city" .)