Villain needs second to enter study (5)
I believe the answer is:
demon
'villain' is the definition.
(both can mean an evil person)
'second to enter study' is the wordplay.
'second' becomes 'mo' (both are short periods of time).
'to enter' means one lot of letters goes inside another.
'study' becomes 'den' (term for a study or office).
'mo' inserted into 'den' is 'DEMON'.
'needs' acts as a link.
(Other definitions for demon that I've seen before include "Fiend, devil" , "Expert" , "Fanatic; devil" , "Wizard" , "Ghoul" .)