Having headless torso outside, Nancy's said: 'This isn't normal!' (6)
I believe the answer is:
'this isn't normal' is the definition.
'having headless torso outside' is the wordplay.
'having' becomes 'dit' (I am not sure about this - if you are sure you should give a lot more credence to this answer).
'headless' means to remove the first letter.
'torso' becomes 'body' (synonyms).
'outside' indicates putting letters inside.
'body' with its first letter taken away is 'ody'.
'dit' inserted into 'ody' is 'ODDITY'.
'nancy's said' acts as a link.
This may not be correct. Some or all of it may be part of another bit of the clue.
Can you help me to learn more?
(Other definitions for oddity that I've seen before include "Something unusual or curious" , "Something strange or unusual" , "Strange person/thing" , "Quality of strangeness" , "Something out of the ordinary" .)