They learn to start dangerous exercises in tricky performances (8)
I believe the answer is:
students
'they learn' is the definition.
'start dangerous exercises in tricky performances' is the wordplay.
'start' suggests taking the first letters.
'in' is an insertion indicator.
'tricky performances' becomes 'stunts' (eg stunts in a film).
The initial letters of 'dangerous exercises' is 'de'.
'de' going within 'stunts' is 'STUDENTS'.
'to' acts as a link.
(Other definitions for students that I've seen before include "Tests dun? (anag)" , "Pupils or apprentices" , "Pupils at school, university etc" , "Sent dust to the learners?" , "Teachers teach them" .)