Riddle, say, of second shoe (8)
I believe the answer is:
strainer
'riddle say' is the definition.
(riddle is a kind of strainer)
'second shoe' is the wordplay.
'second' becomes 's' (common abbreviation).
'shoe' becomes 'trainer' (I've seen this before).
's'+'trainer'='STRAINER'
'of' is the link.
(Other definitions for strainer that I've seen before include "Tea leaf catcher" , "One trying very hard" , "Sieve, colander, etc" , "riddle?" , "one won't let everything go through" .)