Understand yen to get to athletic state (5)
I believe the answer is:
kenya
'athletic state' is the definition.
'Kenya' can be an answer for 'state' (Kenya is an example). I'm not sure about the 'athletic' bit.
'understand yen to' is the wordplay.
'understand' becomes 'ken' (I've seen this in another clue).
'yen' becomes 'y' (resembles the symbol for the currency of Japan).
'to' becomes 'a' (I can't explain this - if you can you should give a lot more credence to this answer).
'ken'+'y'+'a'='KENYA'
'get to' is the link.
Can you help me to learn more?
(Other definitions for kenya that I've seen before include "Kikuyus' country" , "Land" , "Its capital is Nairobi" , "East African nation" , "East African republic" .)