Perform a song at the piano (4)
I believe the answer is:
play
'perform' is the definition.
(I know that perform is a is a more specific form of the action of play)
'a song at the piano' is the wordplay.
'a song' becomes 'lay' (poetic term for a song).
'at' means one lot of letters go next to another (I've seen this in other clues).
'the piano' becomes 'p' (musical abbreviation).
'lay' after 'p' is 'PLAY'.
(Other definitions for play that I've seen before include "Make sport" , "Theatre performance" , "Slack - performance" , "Theatre production" , "Have fun -- theatrical work" .)