The most common and most likely answer to this crossword clue is the 5 letter word STORM
I've seen this crossword clue in Financial Times
S
T
O
R
M
More clues leading to the result STORM
- Squirrel away almost months in terrible weather
- Goes off retreating — before military’s first assault
- Goes off when retreating — before military’s first assault
- Maiden goes off, retreating in rage
- Severe weather feature? Way round found by marines
- Attack in which sergeant-major captures rocky hill
- . Charge that may be electrical
- Most annoyed about a little bit of rainy weather
- Woman turned back crossing hill in downpour
- Pastor might curb rage
Buddy explains!

The straight part
We know that "X-Men character" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case x-men character = storm.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does STORM mean?
STORM noun- Any disturbed state of the atmosphere, especially as affecting the earth's surface, and strongly implying destructive or unpleasant weather.
- A violent agitation of human society; a civil, political, or domestic commotion; violent outbreak.
- A wind scale for very strong wind, stronger than a gale, less than a hurricane (10 or higher on the Beaufort scale).
- A violent assault on a stronghold or fortified position.
- (with adverbial of direction) To move quickly and noisily like a storm, usually in a state of uproar or anger.
- To rage or fume; to be in a violent temper.
- To assault (a stronghold or fortification) with military forces.
- To have the weather be violent, with strong winds and usually rain, thunder, lightning, or snow.