Queen entering my hovel expressing puzzlement (7)
I believe the answer is:
mystery
'puzzlement' is the definition.
(thesaurus)
'queen entering my hovel' is the wordplay.
'queen' becomes 'er' (abbreviation for Elizabeth Regina).
'entering' indicates putting letters inside.
'hovel' becomes 'sty' (I've seen this in other clues).
'my'+'sty'='mysty'
'er' inserted into 'mysty' is 'MYSTERY'.
'expressing' acts as a link.
(Other definitions for mystery that I've seen before include "thriller" , "enigmatic type" , "Religious rite - something inexplicable" , "Puzzle" , "Religious truth beyond human understanding" .)