Wind surprisingly set in prematurely (8)
I believe the answer is:
easterly
'wind' is the definition.
(easterly is a kind of wind)
'surprisingly set in prematurely' is the wordplay.
'surprisingly' is an anagram indicator.
'in' is an insertion indicator.
'prematurely' becomes 'early' (I've seen this before).
'set' is an anagram of 'ste'.
'ste' going within 'early' is 'EASTERLY'.
(Other definitions for easterly that I've seen before include "Of wind, blowing from direction of rising sun" , "The sort of wind that brings cold air to this country" , "A wind blowing towards the west" , "Invariably cold wind" , "Wind to westward" .)