Dad sets out to be most unfortunate (7)
I believe the answer is:
saddest
'most unfortunate' is the definition.
Both the answer and definition are superlative adjectives. Perhaps there's an association between them I don't understand?
'dad sets out' is the wordplay.
'out' indicates anagramming the letters (out can mean wrong or inaccurate).
'dad'+'sets'='dadsets'
'dadsets' is an anagram of 'SADDEST'.
'to be' acts as a link.
Can you help me to learn more?
(Other definitions for saddest that I've seen before include "Unhappiest" , "Most blue" , "Most gloomy" , "most dejected" , "Most doleful" .)