Nothing for Fido to get upset about, so that's OK (4)
I believe the answer is:
good
'that's ok' is the definition.
(thesaurus)
'nothing for fido to get upset about' is the wordplay.
'nothing' becomes 'O' (looks like zero - 0).
'for fido' becomes 'dog' (I can't justify this - if you can you should give a lot more credence to this answer).
'to get upset' shows that the letters should be reversed in order (I've seen 'getting upset' mean this).
'about' means one lot of letters goes inside another.
'dog' in reverse letter order is 'god'.
'o' going within 'god' is 'GOOD'.
'so' acts as a link.
Can you help me to learn more?
(Other definitions for good that I've seen before include "Pious" , "promoting welfare" , "Beneficial" , "Righteous" , "Obedient" .)