Clue: Group of characters in The Rover heading off on a venture? (8)
Answer: ALPHABET
Explanation: Group of characters in The Rover heading off on a venture? (8)
[*heading off*] (r)**ALPH** (the Rover) *on* **A BET** ("venture") 
Ralph the Rover was an Irish pirate in a ballad/poem by Robert Southey called *The Inchcape Rock