Puzzle set in game (6)
I believe the answer is:
enigma
'puzzle' is the definition.
(I've seen this before)
'set in game' is the wordplay.
'set' indicates an anagram (instruction to set the letters).
'in'+'game'='ingame'
'ingame' anagrammed gives 'ENIGMA'.
(Other definitions for enigma that I've seen before include "Riddle - German coding machine" , "Solution to mystery" , "WW2 code" , "Mystery U puzzle" , "Coding device" .)