Warning set into cigarette case (6)
I believe the answer is:
notice
'warning' is the definition.
(I've seen this before)
'set into cigarette case' is the wordplay.
'set' indicates anagramming the letters (instruction to set the letters).
'case' means to remove the middle letters.
'cigarette' with its centre removed is 'ce'.
'into' anagrammed gives 'noti'.
'noti'+'ce'='NOTICE'
(Other definitions for notice that I've seen before include "Become aware of; review" , "This is usually given before quitting job" , "Public announcement" , "Observe, become aware of" , "Warning - proclamation" .)