Soldier on exercises right to get serious (9)
I believe the answer is:
persevere
'soldier on' is the definition.
(I've seen this before)
'exercises right to get serious' is the wordplay.
'exercises' becomes 'pe' (Physical Education).
'right' becomes 'r' (abbreviation).
'to get' is a charade indicator (letters next to each other).
'serious' becomes 'severe' (synonyms).
'pe'+'r'+'severe'='PERSEVERE'
(Other definitions for persevere that I've seen before include "Continue - stick to one's guns" , "Go on in spite of setbacks" , "Struggle on!" , "Remain" , "Persist steadily" .)