Nude in unusual act - it's an intimate show (7)
I believe the answer is:
cabaret
'an intimate show' is the definition.
'cabaret' can be an answer for 'show' (cabaret is a kind of show). I'm not sure about the 'an intimate' bit.
'nude in unusual act' is the wordplay.
'nude' becomes 'bare' (synonyms).
'in' is an insertion indicator.
'unusual' is an anagram indicator.
'act' with letters rearranged gives 'cat'.
'bare' going within 'cat' is 'CABARET'.
'it's' is the link.
Can you help me to learn more?
(Other definitions for cabaret that I've seen before include "goes on in nightclub?" , "Evening entertainment as in nightclub" , "Bear cat (anag.)" , "Nightclub 12ac" , "In nightspot" .)