Villain to try heading north in French street (5)
I believe the answer is:
rogue
'villain' is the definition.
(I know that rogue is a type of villain)
'try heading north in french street' is the wordplay.
'try' becomes 'go' (both can mean an attempt).
'heading north' shows that the letters should be reversed in order.
'in' indicates putting letters inside.
'french street' becomes 'rue' (French for street or road).
'go' in reverse letter order is 'og'.
'og' inserted within 'rue' is 'ROGUE'.
'to' is the link.
(Other definitions for rogue that I've seen before include "one behaving atypically" , "Charlatan" , "One dishonest" , "Rapscallion" , "Chap in gallery" .)