Warning from Mad Hatter (6)
I believe the answer is:
threat
'warning' is the definition.
(threat is a kind of warning)
'mad hatter' is the wordplay.
'mad' indicates anagramming the letters.
'hatter' is an anagram of 'THREAT'.
'from' is the link.
(Other definitions for threat that I've seen before include "Possibility of danger" , "An intimidatory warning" , "Impending danger" , "Intimidation or warning" , "Statement of intention to harm" .)