Soon makes a real change at the close of play (5)
I believe the answer is:
early
'soon' is the definition.
(I've seen this before)
'a real change at the close of play' is the wordplay.
'change' is an anagram indicator.
'at' means one lot of letters go next to another.
'the close of play' becomes 'y' (closing letter of the word 'play').
'real' is an anagram of 'earl'.
'earl'+'y'='EARLY'
'makes' acts as a link.
(Other definitions for early that I've seen before include "New-season" , "Untimely" , "with time to spare?" , "This bird gets the worm" , "Advanced" .)