Character from Athens stealing a dance (7)
I believe the answer is:
lambada
'dance' is the definition.
(Brazilian dance)
'character from athens stealing a' is the wordplay.
'character from athens' becomes 'lambda' (letter from the Greek alphabet).
'stealing' indicates putting letters inside.
'lambda' going around 'a' is 'LAMBADA'.
(Other definitions for lambada that I've seen before include "dance in South America" , "Lively Brazilian dance" , "few steps?" , "Fast Brazilian 3 dn" , "Latin-American dance" .)