Queen's Head pub is mad to change — it's a big disappointment (4,5)
I believe the answer is:
damp squib
'a big disappointment' is the definition.
'damp squib' can be an answer for 'disappointment' (a damp squib is something underwhelming). I'm not sure about the 'a big' bit.
'queen's head pub is mad to change' is the wordplay.
'head' suggests taking the first letters.
'to change' indicates an anagram.
The first letter of 'queens' is 'q'.
'q'+'pub'+'is'+'mad'='qpubismad'
'qpubismad' anagrammed gives 'DAMP SQUIB'.
'it's' acts as a link.
Can you help me to learn more?
(Other definitions for damp squib that I've seen before include "Anticlimax" , "Unsuccessful attempt to impress, like moist firework" , "Let-down" , "Something that fails to have the expected impact" , "Unsuccessful attempt to impress with moist explosive" .)