A Clue Used to Be a Ball of Yarn

The word clue comes from clew, a ball of thread.
In the Greek myth, a hero escapes the labyrinth by following a thread. A clew became a thing that guides you through a puzzle, and by the 1600s the spelling clue and its modern meaning had taken over.
Check it yourself
Look up clew and clue in a historical dictionary such as the Oxford English Dictionary, or the free Online Etymology Dictionary.