Greek character fencing in thick-skinned mammal (5)
I believe the answer is:
rhino
'thick-skinned mammal' is the definition.
(I've seen this in another clue)
'greek character fencing in' is the wordplay.
'greek character' becomes 'rho' (letter from the Greek alphabet).
'fencing' indicates putting letters inside (to fence can mean to contain or put a limit round).
'rho' placed around 'in' is 'RHINO'.
(Other definitions for rhino that I've seen before include "wild beast" , "Stumpy" , "In brief, large thick-skinned animal of Africa" , "In brief, a large horned African animal" , "Horny creature" .)