Very quick to lose the head - it's a danger (4)
I believe the answer is:
risk
'it's a danger' is the definition.
(risk is a kind of danger)
I cannot understand how the remainder of the clue works.
Can you help me to learn more?
(Other definitions for risk that I've seen before include "Endanger, jeopardise" , "Take a chance" , "Jeopardy" , "Possibility of bad outcome" , "Assessment of potential dangers -- any silk saris (anag)" .)