A thousand attack in armour (4)
I believe the answer is:
'armour' is the definition.
(I know that mail is a type of body armor)
'a thousand attack' is the wordplay.
'a thousand' becomes 'M' (Roman numeral for a thousand).
'attack' becomes 'ail' (I can't explain this - if you can you should believe this answer much more).
'm'+'ail'='MAIL'
'in' is the link.
Can you help me to learn more?
(Other definitions for mail that I've seen before include "Paper" , "Eg, letters" , "Letters and parcels" , "Posted letters" , "Letters - armour" .)