Close concealed bags I'm thinking (5)
I believe the answer is:
humid
'close' is the definition.
(I've seen this before)
'concealed bags i'm thinking' is the wordplay.
'concealed' becomes 'hid' ('hide' can be a synonym of 'conceal').
'bags' is an insertion indicator (bag can mean secures or steals).
'i'm thinking' becomes 'um' (I am not sure about this - if you are sure you should give a lot more credence to this answer).
'hid' going around 'um' is 'HUMID'.
Can you help me to learn more?
(Other definitions for humid that I've seen before include "Warm and steamy" , "Describes air that contains a great deal of water vapour" , "Close" , "'Moist, damp (5)'" , "Damp and warm" .)