To go wrong, in my case, is rather jolly! (5)

I believe the answer is:

merry

I'm a little stuck... Click here to teach me more about this clue!

'jolly' is the definition.
(synonyms)

'to go wrong in my' is the wordplay.
'to go wrong' becomes 'err' (I've seen this before).
'in' indicates putting letters inside.
'err' inserted inside 'my' is 'MERRY'.

'case is rather' is the link.
I am not very happy about this link. Some or all of it may be part of another bit of the clue.

Can you help me to learn more?

(Other definitions for merry that I've seen before include "Jovial" , "Lively -- slightly drunk" , "Full of fun and gaiety" , "Seasons 24" , "Joyous, cheerful" .)

I've seen this clue in the Evening Standard.

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