To gamble is to be thick-headed (3)
I believe the answer is:
bet
'to gamble' is the definition.
(bet is a kind of gamble)
'be thick-headed' is the wordplay.
'thick-headed' becomes 't' (this could be a standard abbreviation of which I'm unaware).
'be'+'t'='BET'
'is to' acts as a link.
Can you help me to learn more?
(Other definitions for bet that I've seen before include "Speculation" , "Wager, gamble" , "Wager, speculate" , "22 across will accept one" , "Wager, or the sum waged" .)