Shakespearean hero with capital O (5)
I believe the answer is:
romeo
'shakespearean hero' is the definition.
(in Romeo and Juliet)
'with capital o' is the wordplay.
'with' is a charade indicator (letters next to each other).
'capital' becomes 'rome' (capital of Italy).
'rome' next to 'o' is 'ROMEO'.
(Other definitions for romeo that I've seen before include "Star-crossed lover" , "Don Juan" , "He was known for loving" , "He's on the lookout for it?" , "24's lover" .)