Star, say, visiting Virginia (4)
I believe the answer is:
vega
'star' is the definition.
(Vega is an example)
'say visiting virginia' is the wordplay.
'say' becomes 'eg'.
'visiting' means one lot of letters goes inside another.
'virginia' becomes 'va' (US state abbreviation).
'eg' inserted into 'va' is 'VEGA'.
(Other definitions for vega that I've seen before include "Brightest star of constellation Lyra" , "Fifth brightest star" , "Gave turn to a star" , "heavenly body" , "Bright star of constellation Lyra" .)