Persevere over each period before play starts (9)
(Other definitions for preseason that I've seen before include "Before league games begin" , "before the play begins" , "period before play starts" .)
'period before play starts' is the definition.
(before a sporting season begins)
'persevere over each' is the wordplay.
'persevere' becomes 'press on' (to press on is to persevere).
'over' indicates putting letters inside.
'each' becomes 'ea'.
'presson' enclosing 'ea' is 'PRE-SEASON'.