Clue (n.): a piece of evidence or information used in the detection of a crime or solving of a mystery.
Etymology: Theseus of Greek mythology went to kill a minotaur in a labyrinth unraveled a clew (ball of string) behind him so he could find his way back.
The current use wasn't even in existence until the 16th century when the spelling began to change. Eventually the meaning began to be metaphorical than physical.
Earliest Use: 1393 Confessio Amantis
'She did him have a clue of threde'