Set out quietly for a walk (4)
I believe the answer is:
step
'for a walk' is the definition.
(I've seen this in another clue)
'set out quietly' is the wordplay.
'out' indicates anagramming the letters (out can mean wrong or inaccurate).
'quietly' becomes 'p' (p for piano and quiet).
'set' is an anagram of 'ste'.
'ste'+'p'='STEP'
(Other definitions for step that I've seen before include "some progress" , "'Stage, rung (4)'" , "Measure - pace" , "Indian garment" , "Gradation" .)