O DEAR!
Each answer is a single word, that both starts and finishes with the letter O
1. A wafer biscuit with cream filling
 Oreo
2. The second-largest city in Portugal
 Oporto
3. A word meaning "oil", a type of shock absorber found on aircraft landing gear
 Oleo
4. A large musical composition for an orchestra, sometimes involving a choir.
 Oratorio
5. River of South America
 Orinoco
6. A herb
 Oregano
7. A city that has 40 islands within its limits
 Oslo
8. The title of a biography by Virginia Woolf, in which she describes the life of her lover
 Orlando
9. Shakesperian character
 Othello
10. A pamphlet made up of one or more full sheets of paper on which 16 pages of text were printed, then folded three times to produce eight leaves.
 Octavo