Ordeal with wild thing, a horse (9)
I believe the answer is:
nightmare
'ordeal' is the definition.
(thesaurus)
'with wild thing a horse' is the wordplay.
'with' is a charade indicator (letters next to each other).
'wild' indicates an anagram.
'a horse' becomes 'mare' (mare is a kind of horse).
'thing' with letters rearranged gives 'night'.
'night'+'mare' is 'NIGHTMARE'.
(Other definitions for nightmare that I've seen before include "hellish event" , "Terrifying experience" , "Scary fantasy while asleep" , "Horrible experience" , "that might upset the rest" .)