Shocked to find out a stag hunt is starting in it (6)
I believe the answer is:
aghast
'shocked' is the definition.
('aghast' can be a synonym of 'shocked')
'out a stag hunt is starting in it' is the wordplay.
'out' is an anagram indicator.
'is starting' suggests taking the first letters.
'in it' is an insertion indicator.
The initial letter of 'hunt' is 'h'.
'a'+'stag'='astag'
'astag' with letters rearranged gives 'agast'.
'agast' placed around 'h' is 'AGHAST'.
'to find' is the link.
(Other definitions for aghast that I've seen before include "Filled with consternation or horror" , "Taken aback with horror" , "Deeply dismayed" , "'Appalled, dismayed (6)'" , "Horror-struck" .)