Sometimes you want or need to give the players a clue, without handing it to them on a platter, so you get a little subtle, or even devious with your clues.
Here's one I came up with a while ago that I was kind of proud of.
The players were sent to a remote area where an outpost had quit responding. The place was a mess when they got there and had obviously been attacked by some unknown forces.
They found that much of the base had been destroyed, but a search revealed a small flash drive with an encrypted file on it hidden in a box under some rubble and, oddly enough, a tiny pocket chessboard, one of those little ones you can fold up and carry in a pocket with like half inch squares and pieces with magnets on the bases.
Well, some pieces were glued to the board permanently with crazy glue, and the idea was that the code for decrypting the fact that 6 chess pieces were glues to the board in a row, with 2 empty spaces. The letters of the pieces, I.E. BQ for black queen, WP for white pawn, spelled out the password, with the empty spaces representing the number 0.
The decrypt code was "WKBQ0WR0WPBPBR", BTW...
I'd made the adventure a little like "Ice station zebra" with a spy getting to the outpost only to have an elite enemy force track him there and attack the outpost. The spy was a chess lover, which the players found out when they were given more information to go on after reaching the base.
It was a fairly subtle clue and I was kind of proud of thinking it up in a flash. Then enemy didn't play chess, considering it a decadent and wasteful pursuit, BTW.
I'd like to know how other GM lay down subtle clues, as it can always help to learn from others.
In my Legion campaign, I've done this kind of thing all the time. The campaign itself has been going on for like five years of real time, and in that time has covered about 25 years of game time, and I've had some hints that I've dropped that didn't come to fruition for decades of the campaign. Most notably, the whole Kid Quantum affair, Brainiac 6, Sensor Girl's identity (in my campaign she was not Princess Projectra), Computo (Danielle Foccart's) superpowers, Chameleon boy being RJ Brande's son (and Brande being a Durlan), Rond Vidar being a secret Green Lantern, the Dominion's infiltration of Earthgov, and countless others. Some of these might have been "cheatable" by players who read the comics, but others had been intentionally changed around to avoid that. There are quite a few secrets still in the works, too.
Nothing brings a campaign to life than having something happen that the PCs realize has actually been going on behind their backs for years.
RPGPundit
Pundit, I don't know if you're into computer games but if you have a system that can run it and can get it, try playing thru "Bioshock", it's got some great clues and hints as to the nature of you character that any GM could learn a little from.
I think you might like the gradual way the truth about your character unfolds, and bow when you look back on it it all makes sense.
I carefully judge the gaming group before deciding on how devious clues can be before they are utterly confused. I love Cylonphile's example! However, I know that would completely perplex some groups.
My favorite devious clue was actually as a player. My buddy was GMing a long term campaign Iron Kingdoms campaign which was really fabulous and I came in halfway. The PCs had spent much of the first half of the campaign dealing with the machinations of an evil high noble. They were only able to slightly thwart this noble and found themselves on the defensive repeatedly. When I came onboard, they really felt they needed a cleric who could kick some ass. I obliged...and had a quiet talk with the GM.
They meet my character, a crazy "gladiator priest", only learned his first name and we merrily go on 12 adventures together...and nobody asks my character any questions about his background since I'm quite often babbling about my temple, my god, smiting evil etc.
On the 13th adventure, we are at the after-party of a very bizarre stageplay being hosted by the local nobility. Suddenly, the Evil High Noble arrives and the other players panic, preparing to roll initiative. My character rushes to the noble, throws himself to the ground at his feet and cries out "Father, father forgive me!"
Yeah baby, wholesale panic at that game table.