On day four set out, or take off (6)
I believe the answer is:
divest
'take off' is the definition.
(thesaurus)
'on day four set out' is the wordplay.
'on' says to put letters next to each other.
'day' becomes 'd' (abbreviation for day).
'four' becomes 'IV' (Roman numerals).
'out' indicates anagramming the letters (out can mean wrong or inaccurate).
'set' is an anagram of 'est'.
'd' put next to 'iv' is 'div'.
'div'+'est'='DIVEST'
'or' acts as a link.
(Other definitions for divest that I've seen before include "Strip off clothes, take away" , "Deprive, strip" , "Strip, denude" , "Relieve (oneself of garment)" , "Take off, say clothing" .)