At a high temperature, this can be painful! (5)
I believe the answer is:
aboil
'this can be painful' is the definition.
I don't know anything about this answer so I cannot judge whether it can be defined by this definition.
'at a high temperature' is the wordplay.
'a high' says to take the initial letters (I've seen 'highest of' mean this (top letter - down clues only)).
'temperature' becomes 'boil' (boil is a kind of temperature).
The first letter of 'at' is 'a'.
'a'+'boil'='ABOIL'
Can you help me to learn more?
(Another definition for aboil that I've seen is " seething".)