Set out on scheme to show heavenly bodies (7)
I believe the answer is:
planets
'heavenly bodies' is the definition.
(planet is a kind of heavenly body)
'set out on scheme' is the wordplay.
'out' indicates an anagram (out can mean wrong or inaccurate).
'on' means one lot of letters goes inside another (as in clothing 'on' a person).
'scheme' becomes 'plan' (synonyms).
'set' anagrammed gives 'ets'.
'ets' going around 'plan' is 'PLANETS'.
'to show' is the link.
(Other definitions for planets that I've seen before include "Big bodies" , "Ten laps (anag.)" , "Celestial bodies" , "Heavenly bodies" .)