There are two, often contradictory problems with running scenarios where there are Clues: the PCs will jump on any clue you give them and immediately guess the mystery; the PCs will fail to find the most obvious clues, and will go haring off in some random direction.
One the first problem, this article from Gnome Stew (the Game Mastering blog):
IcebergTitanic had a question that will hopefully end more successfully than his handle’s history.
Similar to the questions on Metagaming, I would like to see an article on how a GM can give hints and clues for a story without the players immediately leaping upon it. You know, the old “if the GM mentioned it, it must be important!”
Example: The PC’s are meeting an important dignitary for dinner, and the noble goes, “Ouch!” as he apparently gets a nasty splinter from his chair. The PC’s immediately all jump up, start casting spells to locate bad guys, cast anti-poison in the NPC, etc, etc.
Is the answer to just litter your game with inconsequential incidents for NPCs? Is it to make them roll to have noticed the NPC getting the “splinter”?
Long story short, Iceberg–what you’re hoping for is actually difficult to accomplish.
You can read Scott Martin’s advice at the Gnome Stew website.
At the opposite end of the scale, we have this, from The Alexandrian:
Mystery scenarios for roleplaying games have earned a reputation for turning into unmitigated disasters: The PCs will end up veering wildly off-course or failing to find a particular clue and the entire scenario will grind to a screeching halt or go careening off the nearest cliff. The players will become unsure of what they should be doing. The GM will feel as if they’ve done something wrong. And the whole evening will probably end in either boredom or frustration or both.
So this is the opposite problem – instead of players fixating on a clue, they’re not seeing any clues. What to do? I suggest you check out the Three Clue Rule at The Alexandrian.