Unfortunate gag we're told (6)
I believe the answer is:
wretch
'unfortunate' is the definition.
(wretch is a kind of unfortunate)
'gag we're told' is the wordplay.
'gag' becomes 'retch' (I've seen this before).
'we're told' indicates a 'sounds like' (homophone) clue.
'retch' is a homophone of 'WRETCH'.
(Other definitions for wretch that I've seen before include "Person in pitiful circumstances" , "Poor miserable creature" , "Disreputable person" , "Unfortunate chap" , "A poor miserable person" .)