Penny cracking cryptic clues had to guess (9)
I believe the answer is:
speculate
'guess' is the definition.
(I've seen this before)
'penny cracking cryptic clues had' is the wordplay.
'penny' becomes 'p' (short for pence).
'cracking' indicates putting letters inside (inserted letters go into a gap or crack).
'cryptic' indicates an anagram (a cryptic or obscure order of the letters).
'had' becomes 'ate' (e.g. I had an ice cream).
'clues' with letters rearranged gives 'secul'.
'p' put inside 'secul' is 'specul'.
'specul'+'ate'='SPECULATE'
'to' acts as a link.
(Other definitions for speculate that I've seen before include "Gamble on investments" , "Surmise" , "As before, observe" , "Consider" , "Imagine" .)