Train of thought in the advertisement ensnaring customer finally (6)
I believe the answer is:
thread
'train of thought' is the definition.
(as in following the thread)
'the advertisement ensnaring customer finally' is the wordplay.
'advertisement' becomes 'ad' (short for advert).
'ensnaring' means one lot of letters goes inside another.
'finally' suggests the final letters.
The final letter of 'customer' is 'r'.
'the'+'ad'='thead'
'thead' enclosing 'r' is 'THREAD'.
'in' is the link.
(Other definitions for thread that I've seen before include "Essential element" , "Thin yarn" , "Line of cotton - plot (of book, film)" , "Twine" , "Sewing chord" .)