Clue: I'm worried, a soldier said, heading off (8)
Answer: AGITATED
Explanation: Definition: worried

**A GI** (American "soldier") + (s)**TATED** [heading (i.e. *first* letter) *off*]
 

 
*The "I'm" in the clue refers to the answer, as if the answer were talking to us. I haven't seen this device often in crosswords, but it is common in other word games.