Warning confused the rat (6)
I believe the answer is:
threat
'warning' is the definition.
(threat is a kind of warning)
'confused the rat' is the wordplay.
'confused' is an anagram indicator.
'the'+'rat'='therat'
'therat' is an anagram of 'THREAT'.
(Other definitions for threat that I've seen before include "Declaration of intention to harm another" , "A warning of harm to come" , "Indication of danger" , "Aggressive declaration" , "Statement of intention to harm" .)