Musical form starts to feel useless - giving up étude (5)
I believe the answer is:
fugue
'musical form' is the definition.
(I've seen this before)
'starts to feel useless giving up etude' is the wordplay.
'starts to' suggests taking the first letters.
The initial letters of 'feel useless giving up etude' is 'FUGUE'.
(Other definitions for fugue that I've seen before include "Form of musical composition" , "Complex musical form (eg, by Bach)" , "Musical composition with a theme repeated and developed" , "A musical form; a memory loss" , "One musical form ..." .)