Most important soldier with horse (9)
I believe the answer is:
paramount
'most important' is the definition.
(I've seen this in another clue)
'soldier with horse' is the wordplay.
'soldier' becomes 'para' (short for paratrouper).
'with' means one lot of letters go next to another.
'horse' becomes 'mount' (mount is a kind of horse).
'para'+'mount'='PARAMOUNT'
(Other definitions for paramount that I've seen before include "Chief in importance, supreme" , "More important than anything else" , "First" , "Sovereign" , "outstanding" .)