The solved crossword looks like this:
![Solved crossword](https://cdn.statically.io/img/i.sstatic.net/ZsC74.png)
The trick here is (as per the title)...
...that the clue numbers are a vital part of the clues, pointing towards the answer. The words beside them give a further indication, often in the form of an anagram.
The clue explanations are as follows:
0 Fearless battleship (6) NOUGHT - from (-dread)NOUGHT;
1 Or eleven (3) ACE - a card worth either 1 or 11 in blackjack;
2 Sibling (4) TWIN - one of two siblings;
3 All for one... (10) MUSKETEERS - of which there are three in the famous work, with their famous motto: "All for one, and one for all!";
4 Or ghetto (7) QUARTER - $1/4$ or a synonym for a part of town with a particular culture or character;
5 Chiseled tenon gap (8) PENTAGON - a five-sided shape, anagram of TENONGAP;
6 Easily engage gaggle (12) GEESE A-LAYING - six are given in The Twelve Days of Christmas, anagram of EASILYENGAGE;
7 Turned sawed key (8) WEEKDAYS - seven in a week, anagram of SAWEDKEY;
8 Avocet's harmony (6) OCTAVE - a series of eight notes, anagram of AVOCET;
9 Obscured by veils (5) LIVES - a cat has nine, anagram of VEILS;
10 E.g. noughties (6) DECADE - a period of ten consecutive years, e.g. the 2000s;
11 WYSIWYG (6) ELEVEN - 'what you see is what you get', a straightforward clue here;
12 Heavens above (6) ZODIAC - 12 astrological signs;
13 For some (7) UNLUCKY ("13 - unlucky for some");
14 Unwrapped north gift (9) FORTNIGHT - 14 days, anagram of NORTHGIFT;
15 Your big nun is game (10) RUGBY UNION - a sport involving teams of 15 players, anagram of YOURBIGNUN;
18 Of course (5) HOLES - 18 of them on a golf course;
19 Palindromic (3) XIX - a palindromic representation of the number 19 (in Roman numerals);
20 Chaos ironed out (11) ICOSAHEDRON - a convex polyhedron with 20 faces, anagram of CHAOSIRONED;
21 Not bridge – pontoon (9) VINGT-ET-UN - a card game, also known as '21', 'pontoon' or 'blackjack';
22 Circular-logic (5) CATCH - as in a "Catch-22 situation";
24 Pied bald bricks (10) BLACKBIRDS - "four and twenty blackbirds baked in a pie", anagram of BALDBRICKS;
36 Ale measure (4) YARD - 'a yard of ale', with a yard being 36 inches;
39 Pests in thriller (5) STEPS - The 39 Steps, an anagram of PESTS;
1000 Klueless (4) KILO - metrix prefix for 1000 (and an extra hint in the leading 'K' of 'K'lueless as to which letter to focus on);
? Jolly big number (9) JOVILLION, with 'jolly' connecting to the sound of 'jovial' also.