Entertainment is an impossibly broad term that means different things to different people. It might be anything from a film, a sudoko game or a social experience, and it can invoke any number of feelings in us like amusement, connection or pleasure. For me the commonality in the expression relates to how it makes us feel.
My definition is an experience you actively choose to engage with because of the feeling you derive.
This may be still too nebulous. It's hard to capture the meaning without being too broad or too narrow.
I'd love to hear some other thoughts or alternative expressions?
p.s take a look at Natalie Wood playing Gypsy Rose Lee, the original mistress of burlesque and a lady born to entertain