Pretend the head of government's in a fine mess! (5)
I believe the answer is:
feign
'pretend' is the definition.
('feign' can be a synonym of 'pretend')
'the head of government's in a fine mess' is the wordplay.
'the head of' says to take the initial letters.
'in' means one lot of letters goes inside another.
'mess' is an anagram indicator.
The initial letter of 'governments' is 'g'.
'fine' is an anagram of 'fein'.
'g' inserted into 'fein' is 'FEIGN'.
(Other definitions for feign that I've seen before include "Pretend, put on show of" , "Pretend, create false impression" , "outdated shape" , "Pretend, simulate" , "Dissemble" .)