Move to European capital and run into bird (10)
I believe the answer is:
budgerigar
'bird' is the definition.
(budgerigar is a kind of bird)
'move to european capital and run' is the wordplay.
'move' becomes 'budge' (budging is a kind of moving).
'to european capital' becomes 'riga' (capital of Latvia).
'and' means one lot of letters go next to another.
'run' becomes 'r' (cricket abbreviation).
'budge'+'riga'+'r'='BUDGERIGAR'
'into' is the link.
(Other definitions for budgerigar that I've seen before include "Bird commonly kept as a pet" , "something in cage?" , "Flier" , "one on the wing" , "Colourful bird" .)