Key notes? That's musical (5)
I believe the answer is:
annie
'musical' is the definition.
(Annie is a Broadway musical)
'key notes? that's' is the wordplay.
'key notes?' becomes 'ann' (I can't justify this - if you can you should give a lot more credence to this answer).
'that's' becomes 'ie'.
'ann'+'ie'='ANNIE'
(Other definitions for annie that I've seen before include "- Get your Gun, musical" , "musical movie" , "-- Lennox, singer" , "Popular musical about Little Orphan" , "- Hall, Woody Allen film" .)