Orpheus finally going to underworld for hints (6)
I believe the answer is:
shades
'hints' is the definition.
'orpheus finally going to underworld' is the wordplay.
'finally' indicates one should take the final letters.
'going to' means one lot of letters go next to another.
'underworld' becomes 'hades' ('Hades' can be a synonym of 'underworld').
The final letter of 'orpheus' is 's'.
's'+'hades'='SHADES'
'for' acts as a link.
(Other definitions for shades that I've seen before include "Ghosts or slang sunglasses" , "Cool sunglasses or archaic ghosts" , "blinds?" , "Slight differences between colours" , "Old ghosts or modern sunglasses" .)