Police beginning to explore thicket (5)
I believe the answer is:
copse
'thicket' is the definition.
(I know that thicket can be written as copse)
'police beginning to explore' is the wordplay.
'police' becomes 'cops' (cop can informally mean a police officer).
'beginning to' says to take the initial letters.
The initial letter of 'explore' is 'e'.
'cops'+'e'='COPSE'
(Other definitions for copse that I've seen before include "Cluster of trees" , "Dense growth of bushes or trees" , "Coppice" , "Cultivated woodland area" , "Scope for a small wood" .)