Figure that's a little frightening! (3)
I believe the answer is:
ten
'figure' is the definition.
(ten is a number or figure)
'a little frightening' is the wordplay.
'a little' indicates the answer is hidden within the clue (a little bit of the clue).
'TEN' is hidden within 'frightening'.
'that's' is the link.
(Other definitions for ten that I've seen before include "How many" , "No of sides of a decagon" , "Base of decimal system" , "Cardinal number" , "Dudley Moore/Bo Derek film" .)