Caption, for example, needed in advance (6)
I believe the answer is:
legend
'caption' is the definition.
('legend' can be a synonym of 'caption')
'example needed in advance' is the wordplay.
'example' becomes 'eg'.
'needed in' means one lot of letters goes inside another.
'advance' becomes 'lend' (I've seen this before).
'eg' put inside 'lend' is 'LEGEND'.
'for' acts as a link.
(Other definitions for legend that I've seen before include "Roger Federer, for example" , "Myth or map symbol" , "eg Robin Hood" , "Story of mythical beings or events" , "hero" .)