Cod eaten messily in story (8)
I believe the answer is:
anecdote
'story' is the definition.
(an amusing or interesting story)
'cod eaten messily' is the wordplay.
'messily' is an anagram indicator.
'cod'+'eaten'='codeaten'
'codeaten' with letters rearranged gives 'ANECDOTE'.
'in' is the link.
(Other definitions for anecdote that I've seen before include "Short enteryaining tale" , "A short amusing story, probably true" , "Short narration" , "Brief story" , "Short entertaining story" .)