They say you are going in, finishing but suffering (8)
I believe the answer is:
enduring
'suffering' is the definition.
('endure' can be a synonym of 'suffer')
'they say you are going in' is the wordplay.
'they say' becomes 'ending' (I can't explain this - if you can you should give a lot more credence to this answer).
'you are' becomes 'ur' (text or internet abbreviation).
'going in' means one lot of letters goes inside another.
'ending' going around 'ur' is 'ENDURING'.
'finishing but' acts as a link.
I am not very happy about this link. Some or all of it may belong to another bit of the clue.
Can you help me to learn more?
(Other definitions for enduring that I've seen before include "showing toleration" , "Permanent" , "Eternal" , "Putting up with patiently" , "Bearing patiently or lasting" .)