Confusion about piano or wind instrument (4)
I believe the answer is:
pipe
'wind instrument' is the definition.
(pipe is a kind of wind instrument)
'confusion about piano' is the wordplay.
'confusion' becomes 'pie' (I've seen this in other clues).
'about' indicates putting letters inside.
'piano' becomes 'p' (musical abbreviation).
'pie' enclosing 'p' is 'PIPE'.
'or' acts as a link.
(Other definitions for pipe that I've seen before include "Tropical fruit" , "Tube, maybe musical" , "Tube; wind instrument" , "It can be played or smoked" , "11th" .)