Roaming freely in train leads to thrilling experiences (9)
I believe the answer is:
itinerant
'roaming' is the definition.
(thesaurus)
'freely in train leads to thrilling experiences' is the wordplay.
'freely' indicates an anagram.
'leads to' indicates taking the first letters.
The initial letters of 'thrilling experiences' is 'te'.
'in'+'train'+'te'='intrainte'
'intrainte' is an anagram of 'ITINERANT'.
(Other definitions for itinerant that I've seen before include "Tie-in rant to a traveller" , "Person who moves from place to place" , "Tramp" , "Wandering from place to place" , "Nomad" .)