Set clue needing a measure of intelligence to penetrate (6)
I believe the answer is:
clique
'set' is the definition.
(clique is a kind of set)
'clue needing a measure of intelligence to penetrate' is the wordplay.
'clue' becomes 'cue' ('cue' can be a synonym of 'clue').
'needing' becomes 'l' (I am not sure about this - if you are sure you should believe this answer much more).
'a measure of intelligence' becomes 'iq'.
'to penetrate' means one lot of letters goes inside another.
'l'+'iq'='liq'
'cue' going around 'liq' is 'CLIQUE'.
Can you help me to learn more?
(Other definitions for clique that I've seen before include "Exclusive group of people" , "Faction" , "Inner group" , "Close-knit group of people who don't encourage outsiders" , "'Exclusive circle of people, hostile to outsiders (6)'" .)