The setter having sprung up, cuckoo setting off (9)
I believe the answer is:
embarking
'setting off' is the definition.
(embarking on a journey)
'the setter having sprung up cuckoo' is the wordplay.
'the setter' becomes 'me' (the person that set the crossword).
'having sprung up' is a reversal indicator (in a down clue, letters go up).
'cuckoo' becomes 'barking' (both can mean mad).
'me' in reverse letter order is 'em'.
'em'+'barking'='EMBARKING'
(Other definitions for embarking that I've seen before include "Starting journey" , "getting on board" , "Going aboard" , "Joining ship" , "Going on board" .)