Wholly entertained by wicked song (6)
I believe the answer is:
ballad
'song' is the definition.
(ballad is a kind of song)
'wholly entertained by wicked' is the wordplay.
'wholly' becomes 'all' ('all' can be a synonym of 'wholly').
'entertained by' indicates putting letters inside (I've seen this in other clues).
'wicked' becomes 'bad' ('bad' can be similar in meaning to 'wicked').
'all' placed into 'bad' is 'BALLAD'.
(Other definitions for ballad that I've seen before include "Song that tells a story" , "A simple or old song" , "romance" , "Narrative poem or song" , "Poem telling a story" .)