This is a container clue - one word or phrase goes inside (is contained within) another word or phrase to form the answer.
Look for 'what we are called' (think about how you might refer to yourself and others) and put it inside an 'explosive' (a common 3-letter explosive). The word 'in' tells you one goes inside the other.
Answer: TOURNAMENT | 'What we are called' is OUR NAME, which goes inside TNT (explosive). The word 'in' indicates the container: T(OUR NAME)T = TOURNAMENT.